+23.9%
BABA vs HRB
+155.1%
-131.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.8% |
| 7D | +11.6% | +2.7% | +8.9% | +11.3% |
| 30D | +2.3% | +22.1% | -19.8% | -0.2% |
| 3M | -13.7% | +15.7% | -29.4% | -15.6% |
| 6M | -21.9% | +83.3% | -105.2% | -28.5% |
| YTD | -24.6% | +25.0% | -49.7% | -27.5% |
| 1Y | -34.1% | +6.9% | -41.0% | -35.2% |
| 3Y | +36.3% | +39.0% | -2.8% | +27.2% |
| 5Y | -26.7% | +146.4% | -173.1% | -38.3% |
| 10Y | +19.2% | +254.4% | -235.2% | -11.2% |
| All | +23.9% | +155.1% | -131.2% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling