-35.3%
BABA vs HST
+76.4%
-111.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.7% |
| 7D | +4.3% | +3.3% | +1.0% | +3.6% |
| 30D | -5.0% | +16.4% | -21.3% | -7.7% |
| 3M | -18.4% | +5.5% | -23.8% | -19.3% |
| 6M | -20.3% | +31.1% | -51.4% | -25.8% |
| YTD | -27.5% | +55.9% | -83.4% | -35.0% |
| 1Y | -35.3% | +75.6% | -110.9% | -41.7% |
| All | -35.3% | +76.4% | -111.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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