+15.8%
BABA vs HPE
+381.7%
-365.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.2% | -9.9% | -5.2% |
| 7D | +3.8% | -7.1% | +11.0% | +5.1% |
| 30D | -5.4% | -35.3% | +29.9% | +4.0% |
| 3M | -17.9% | -10.4% | -7.5% | -18.0% |
| 6M | -24.1% | +52.5% | -76.5% | -35.4% |
| YTD | -27.4% | +100.3% | -127.7% | -43.3% |
| 1Y | -36.1% | +106.4% | -142.5% | -50.6% |
| 3Y | +35.4% | +227.4% | -192.0% | -14.2% |
| 5Y | -30.1% | +250.6% | -280.7% | -57.2% |
| 10Y | +15.8% | +365.4% | -349.5% | -37.6% |
| All | +15.8% | +381.7% | -365.9% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling