-35.3%
BABA vs HRB
+16.9%
-52.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.4% | +0.5% | +5.1% |
| 7D | +4.3% | +16.0% | -11.8% | +5.2% |
| 30D | -5.0% | +32.1% | -37.0% | -3.3% |
| 3M | -18.4% | +21.5% | -39.9% | -17.2% |
| 6M | -20.3% | +82.1% | -102.4% | -16.9% |
| YTD | -27.5% | +31.6% | -59.1% | -26.2% |
| 1Y | -35.3% | +15.9% | -51.2% | -35.1% |
| All | -35.3% | +16.9% | -52.2% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling