-46.4%
BABA vs HUT
+221.4%
-267.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.1% | +7.1% | +0.6% |
| 7D | -13.8% | +9.3% | -23.1% | -14.5% |
| 30D | -15.1% | -23.1% | +8.0% | -14.1% |
| 3M | -22.7% | -30.6% | +7.9% | -21.4% |
| 6M | -34.7% | -46.9% | +12.2% | -32.8% |
| YTD | -35.0% | +25.3% | -60.3% | -38.3% |
| 1Y | -40.4% | +59.8% | -100.2% | -44.7% |
| 3Y | +21.9% | +467.2% | -445.3% | -3.7% |
| 5Y | -39.9% | -24.6% | -15.2% | -51.2% |
| All | -46.4% | +221.4% | -267.9% | -64.7% |
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