+30.9%
BABA vs HLT
+99.0%
-68.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.5% | -1.6% | -1.9% | -3.0% |
| 30D | -12.7% | -5.0% | -7.7% | -11.3% |
| 3M | -3.0% | -10.4% | +7.4% | +0.2% |
| 6M | -19.1% | +3.2% | -22.3% | -20.5% |
| YTD | -24.7% | +6.7% | -31.5% | -26.9% |
| 1Y | -29.0% | +10.3% | -39.3% | -32.0% |
| 3Y | +30.9% | +99.3% | -68.4% | -1.9% |
| All | +30.9% | +99.0% | -68.1% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling