+23.9%
BABA vs HL
+464.8%
-440.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | +11.6% | +8.9% | +2.7% | +10.5% |
| 30D | +2.3% | -10.1% | +12.4% | +3.4% |
| 3M | -13.7% | -7.0% | -6.6% | -13.4% |
| 6M | -21.9% | -18.8% | -3.2% | -20.9% |
| YTD | -24.6% | -23.1% | -1.5% | -23.9% |
| 1Y | -34.1% | +8.9% | -43.0% | -36.3% |
| 3Y | +36.3% | +255.0% | -218.8% | +11.8% |
| 5Y | -26.7% | +151.5% | -178.2% | -39.0% |
| 10Y | +19.2% | +138.4% | -119.2% | -7.8% |
| All | +23.9% | +464.8% | -440.9% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling