-39.8%
BABA vs HPE
+278.3%
-318.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.7% |
| 7D | -13.8% | +7.9% | -21.6% | -15.2% |
| 30D | -15.1% | -23.5% | +8.4% | -10.9% |
| 3M | -22.7% | -19.1% | -3.7% | -20.8% |
| 6M | -34.7% | +51.4% | -86.1% | -43.9% |
| YTD | -35.0% | +103.4% | -138.5% | -48.8% |
| 1Y | -40.4% | +114.4% | -154.8% | -53.8% |
| 3Y | +21.9% | +224.7% | -202.7% | -24.5% |
| All | -39.8% | +278.3% | -318.1% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling