+28.2%
BABA vs HL
+692.3%
-664.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.6% |
| 7D | -4.8% | +1.5% | -6.2% | -5.0% |
| 30D | -11.9% | +25.1% | -37.0% | -14.4% |
| 3M | -9.3% | +22.9% | -32.2% | -12.1% |
| 6M | -14.2% | -4.9% | -9.3% | -14.6% |
| YTD | -22.0% | +7.8% | -29.9% | -24.1% |
| 1Y | -12.7% | +133.9% | -146.6% | -22.9% |
| 3Y | +26.7% | +380.9% | -354.2% | +0.3% |
| 5Y | -29.3% | +230.2% | -259.5% | -43.1% |
| 10Y | +21.2% | +265.6% | -244.3% | -10.0% |
| All | +28.2% | +692.3% | -664.2% | -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 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