+15.7%
BABA vs HST
+143.2%
-127.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.2% |
| 7D | +2.4% | +0.6% | +1.8% | +2.0% |
| 30D | -7.8% | +14.5% | -22.2% | -11.4% |
| 3M | -22.4% | +15.4% | -37.8% | -25.6% |
| 6M | -26.0% | +22.0% | -48.0% | -30.4% |
| YTD | -29.3% | +54.9% | -84.1% | -37.9% |
| 1Y | -37.5% | +54.0% | -91.5% | -45.1% |
| 3Y | +31.9% | +90.4% | -58.5% | +7.4% |
| 5Y | -33.4% | +84.2% | -117.7% | -45.7% |
| 10Y | +15.7% | +144.6% | -128.9% | +1.1% |
| All | +15.7% | +143.2% | -127.5% | +1.1% |
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