+34.5%
BABA vs HST
+77.1%
-42.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.7% | +8.3% | +4.1% |
| 7D | +8.6% | -4.2% | +12.7% | +9.6% |
| 30D | -1.1% | +9.6% | -10.7% | -3.6% |
| 3M | -15.9% | -1.1% | -14.8% | -15.9% |
| 6M | -17.5% | +21.1% | -38.6% | -22.4% |
| YTD | -25.6% | +47.1% | -72.7% | -33.9% |
| 1Y | -33.8% | +64.0% | -97.9% | -43.2% |
| All | +34.5% | +77.1% | -42.6% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling