-37.9%
BABA vs HUT
+194.0%
-231.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +14.6% | -13.3% | +0.1% |
| 7D | +11.6% | -11.4% | +23.0% | +12.0% |
| 30D | +2.3% | -41.0% | +43.3% | +5.8% |
| 3M | -13.7% | -41.9% | +28.2% | -10.9% |
| 6M | -21.9% | -51.7% | +29.8% | -19.0% |
| YTD | -24.6% | +14.6% | -39.3% | -27.8% |
| 1Y | -34.1% | +21.4% | -55.5% | -37.6% |
| 3Y | +36.3% | +359.8% | -323.6% | +9.4% |
| 5Y | -26.7% | -27.5% | +0.8% | -40.2% |
| All | -37.9% | +194.0% | -231.8% | -58.7% |
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