+14.4%
BABA vs HLT
+590.3%
-575.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -2.9% | -2.6% | -0.3% | -1.9% |
| 30D | -15.1% | -2.6% | -12.5% | -14.2% |
| 3M | -5.0% | -9.4% | +4.4% | -1.6% |
| 6M | -19.9% | +2.7% | -22.7% | -21.3% |
| YTD | -25.3% | +6.8% | -32.0% | -27.8% |
| 1Y | -23.9% | +12.4% | -36.2% | -28.3% |
| 3Y | +28.1% | +100.2% | -72.1% | -6.6% |
| 5Y | -31.4% | +143.7% | -175.1% | -53.8% |
| All | +14.4% | +590.3% | -575.9% | -44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling