-28.3%
BABA vs HPE
+230.8%
-259.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +11.6% | -18.7% | +30.4% | +15.9% |
| 30D | +2.3% | -37.9% | +40.2% | +12.1% |
| 3M | -13.7% | -14.4% | +0.7% | -13.1% |
| 6M | -21.9% | +48.2% | -70.1% | -32.8% |
| YTD | -24.6% | +88.6% | -113.3% | -39.6% |
| 1Y | -34.1% | +94.8% | -128.9% | -47.8% |
| 3Y | +36.3% | +202.7% | -166.4% | -14.1% |
| All | -28.3% | +230.8% | -259.1% | -56.9% |
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