-46.4%
BABA vs HUT
+246.0%
-292.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.6% | -7.2% |
| 7D | -12.7% | +34.9% | -47.6% | -14.9% |
| 30D | -14.9% | -25.9% | +11.0% | -13.6% |
| 3M | -24.6% | -31.7% | +7.1% | -23.3% |
| 6M | -29.3% | -42.2% | +12.9% | -27.7% |
| YTD | -35.0% | +34.9% | -69.9% | -38.6% |
| 1Y | -39.7% | +48.5% | -88.2% | -43.8% |
| 3Y | +21.2% | +471.2% | -450.0% | -4.4% |
| 5Y | -39.9% | -18.9% | -21.0% | -51.5% |
| All | -46.4% | +246.0% | -292.5% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling