+28.2%
BABA vs HLT
+547.3%
-519.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -4.8% | -3.3% | -1.4% | -3.5% |
| 30D | -11.9% | -4.1% | -7.8% | -10.5% |
| 3M | -9.3% | -7.9% | -1.3% | -6.6% |
| 6M | -14.2% | +2.2% | -16.4% | -15.6% |
| YTD | -22.0% | +8.5% | -30.5% | -25.1% |
| 1Y | -12.7% | +12.1% | -24.8% | -17.8% |
| 3Y | +26.7% | +107.6% | -80.9% | -9.1% |
| 5Y | -29.3% | +156.4% | -185.7% | -53.5% |
| 10Y | +21.2% | +566.3% | -545.0% | -48.5% |
| All | +28.2% | +547.3% | -519.1% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling