-28.3%
BABA vs HRB
+145.8%
-174.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.5% |
| 7D | +11.6% | +2.7% | +8.9% | +11.5% |
| 30D | +2.3% | +22.1% | -19.8% | +1.0% |
| 3M | -13.7% | +15.7% | -29.4% | -14.7% |
| 6M | -21.9% | +83.3% | -105.2% | -25.9% |
| YTD | -24.6% | +25.0% | -49.7% | -25.5% |
| 1Y | -34.1% | +6.9% | -41.0% | -33.5% |
| 3Y | +36.3% | +39.0% | -2.8% | +30.2% |
| All | -28.3% | +145.8% | -174.1% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling