-36.3%
BABA vs HST
+54.6%
-90.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -3.6% | -1.3% | -2.3% | -3.4% |
| 30D | -8.4% | +13.4% | -21.7% | -10.4% |
| 3M | -20.6% | +16.7% | -37.3% | -22.9% |
| 6M | -25.4% | +24.0% | -49.4% | -29.5% |
| YTD | -30.1% | +54.0% | -84.1% | -36.8% |
| 1Y | -36.3% | +55.0% | -91.3% | -42.1% |
| All | -36.3% | +54.6% | -90.9% | -42.1% |
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 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