+36.3%
BABA vs HL
+246.8%
-210.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | +11.6% | +8.9% | +2.7% | +10.2% |
| 30D | +2.3% | -10.1% | +12.4% | +3.6% |
| 3M | -13.7% | -7.0% | -6.6% | -13.5% |
| 6M | -21.9% | -18.8% | -3.2% | -20.7% |
| YTD | -24.6% | -23.1% | -1.5% | -23.6% |
| 1Y | -34.1% | +8.9% | -43.0% | -36.9% |
| 3Y | +36.3% | +255.0% | -218.8% | +7.3% |
| All | +36.3% | +246.8% | -210.5% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling