-19.5%
BABA vs HPE
+142.4%
-161.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.3% | -1.7% |
| 7D | -0.2% | +10.1% | -10.3% | -1.8% |
| 30D | -12.3% | +5.3% | -17.5% | -13.3% |
| 3M | -5.3% | +12.7% | -18.0% | -8.1% |
| 6M | -13.1% | +167.7% | -180.7% | -29.7% |
| YTD | -22.4% | +135.5% | -157.9% | -35.3% |
| 1Y | -19.5% | +143.4% | -162.9% | -28.9% |
| All | -19.5% | +142.4% | -161.8% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HPE 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling