-28.5%
BABA vs HLT
+151.6%
-180.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.6% |
| 7D | -0.2% | -2.4% | +2.2% | +1.0% |
| 30D | -12.3% | -4.1% | -8.2% | -10.5% |
| 3M | -5.3% | -10.6% | +5.3% | -0.3% |
| 6M | -13.1% | +2.0% | -15.1% | -14.9% |
| YTD | -22.4% | +6.1% | -28.6% | -25.7% |
| 1Y | -19.5% | +9.8% | -29.3% | -24.8% |
| 3Y | +32.9% | +99.0% | -66.1% | -15.4% |
| All | -28.5% | +151.6% | -180.1% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling