+22.3%
BABA vs HST
+87.4%
-65.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.7% | +8.3% | +4.3% |
| 7D | +8.6% | -4.2% | +12.7% | +9.8% |
| 30D | -1.1% | +9.6% | -10.7% | -3.8% |
| 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% |
| 3Y | +34.6% | +77.1% | -42.5% | +11.2% |
| 5Y | -27.7% | +71.8% | -99.4% | -40.2% |
| 10Y | +17.7% | +146.3% | -128.6% | -15.6% |
| All | +22.3% | +87.4% | -65.1% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling