+17.1%
BABA vs HST
+142.8%
-125.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.6% | -2.7% | +14.3% | +12.4% |
| 30D | +2.3% | +10.7% | -8.4% | -0.7% |
| 3M | -13.7% | +6.3% | -19.9% | -15.3% |
| 6M | -21.9% | +19.0% | -40.9% | -26.0% |
| YTD | -24.6% | +47.0% | -71.7% | -32.8% |
| 1Y | -34.1% | +53.4% | -87.5% | -42.1% |
| 3Y | +36.3% | +78.0% | -41.7% | +13.1% |
| 5Y | -26.7% | +71.7% | -98.4% | -39.2% |
| All | +17.1% | +142.8% | -125.8% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling