+28.2%
BABA vs HRB
+137.5%
-109.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.8% |
| 7D | -4.8% | -5.7% | +0.9% | -4.1% |
| 30D | -11.9% | +7.9% | -19.8% | -13.0% |
| 3M | -9.3% | +32.1% | -41.4% | -12.8% |
| 6M | -14.2% | +62.2% | -76.5% | -20.3% |
| YTD | -22.0% | +16.4% | -38.4% | -24.2% |
| 1Y | -12.7% | -0.3% | -12.4% | -13.3% |
| 3Y | +26.7% | +36.0% | -9.4% | +18.5% |
| 5Y | -29.3% | +125.2% | -154.5% | -39.8% |
| 10Y | +21.2% | +237.7% | -216.4% | -9.2% |
| All | +28.2% | +137.5% | -109.3% | +2.6% |
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