+6.8%
BABA vs HLT
+675.3%
-668.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -5.9% | -6.6% |
| 7D | -12.7% | +0.8% | -13.5% | -13.0% |
| 30D | -14.9% | +13.1% | -28.0% | -19.1% |
| 3M | -24.6% | +15.6% | -40.3% | -29.0% |
| 6M | -29.3% | +19.0% | -48.3% | -34.6% |
| YTD | -35.0% | +29.9% | -65.0% | -42.1% |
| 1Y | -39.7% | +35.9% | -75.6% | -47.4% |
| 3Y | +21.2% | +132.1% | -110.9% | -16.8% |
| 5Y | -39.9% | +163.4% | -203.3% | -61.2% |
| 10Y | +7.8% | +696.7% | -688.8% | -57.4% |
| All | +6.8% | +675.3% | -668.5% | -58.5% |
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