-40.2%
BABA vs HUT
+218.4%
-258.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.3% | -12.0% | -4.4% |
| 7D | +3.8% | +3.7% | +0.2% | +2.9% |
| 30D | -5.4% | -32.3% | +27.0% | -3.2% |
| 3M | -17.9% | -35.6% | +17.7% | -16.0% |
| 6M | -24.1% | -42.1% | +18.0% | -22.3% |
| YTD | -27.4% | +24.1% | -51.6% | -31.0% |
| 1Y | -36.1% | +27.9% | -63.9% | -39.7% |
| 3Y | +35.4% | +409.1% | -373.7% | +7.8% |
| 5Y | -30.1% | -25.9% | -4.1% | -43.2% |
| All | -40.2% | +218.4% | -258.5% | -60.5% |
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