-31.3%
BABA vs HST
+74.0%
-105.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | -1.0% | -3.7% | -4.3% |
| 30D | -11.9% | -12.3% | +0.4% | -7.0% |
| 3M | -9.3% | -6.4% | -2.9% | -7.1% |
| 6M | -14.2% | +15.0% | -29.3% | -20.3% |
| YTD | -22.0% | +30.5% | -52.5% | -31.7% |
| 1Y | -12.7% | +35.7% | -48.4% | -25.2% |
| 3Y | +26.7% | +68.4% | -41.7% | -6.9% |
| All | -31.3% | +74.0% | -105.3% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling