-35.3%
BABA vs HLT
+46.7%
-82.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.4% | +4.2% |
| 7D | +4.3% | +7.7% | -3.4% | +2.9% |
| 30D | -5.0% | +19.1% | -24.1% | -7.8% |
| 3M | -18.4% | +20.7% | -39.1% | -21.0% |
| 6M | -20.3% | +21.0% | -41.3% | -23.6% |
| YTD | -27.5% | +31.3% | -58.8% | -30.5% |
| 1Y | -35.3% | +45.9% | -81.2% | -36.3% |
| All | -35.3% | +46.7% | -82.0% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling