-37.5%
BABA vs HST
+55.2%
-92.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.9% |
| 7D | +2.4% | +0.6% | +1.8% | +2.2% |
| 30D | -7.8% | +14.5% | -22.2% | -10.1% |
| 3M | -22.4% | +15.4% | -37.8% | -24.5% |
| 6M | -26.0% | +22.0% | -48.0% | -29.7% |
| YTD | -29.3% | +54.9% | -84.1% | -36.6% |
| 1Y | -37.5% | +54.0% | -91.5% | -44.2% |
| All | -37.5% | +55.2% | -92.8% | -44.2% |
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 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