-28.3%
BABA vs HST
+71.5%
-99.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.6% | -2.7% | +14.3% | +12.8% |
| 30D | +2.3% | +10.7% | -8.4% | -2.5% |
| 3M | -13.7% | +6.3% | -19.9% | -16.3% |
| 6M | -21.9% | +19.0% | -40.9% | -28.6% |
| YTD | -24.6% | +47.0% | -71.7% | -37.8% |
| 1Y | -34.1% | +53.4% | -87.5% | -46.9% |
| 3Y | +36.3% | +78.0% | -41.7% | -2.4% |
| All | -28.3% | +71.5% | -99.8% | -50.1% |
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 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