-41.7%
BABA vs HUT
+217.0%
-258.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +2.4% | -10.9% | +13.3% | +2.8% |
| 30D | -7.8% | -32.6% | +24.9% | -5.6% |
| 3M | -22.4% | -33.7% | +11.4% | -20.8% |
| 6M | -26.0% | -42.3% | +16.4% | -24.3% |
| YTD | -29.3% | +23.6% | -52.9% | -32.7% |
| 1Y | -37.5% | +20.4% | -57.9% | -40.8% |
| 3Y | +31.9% | +423.2% | -391.3% | +4.8% |
| 5Y | -33.4% | -19.4% | -14.0% | -46.0% |
| All | -41.7% | +217.0% | -258.7% | -61.5% |
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