+27.1%
BABA vs HUT
+699.5%
-672.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | +0.6% |
| 7D | -4.8% | +17.8% | -22.5% | -6.4% |
| 30D | -11.9% | +0.8% | -12.7% | -12.2% |
| 3M | -9.3% | -26.8% | +17.5% | -7.5% |
| 6M | -14.2% | +72.6% | -86.8% | -20.7% |
| YTD | -22.0% | +103.6% | -125.7% | -29.6% |
| 1Y | -12.7% | +265.3% | -278.0% | -26.2% |
| All | +27.1% | +699.5% | -672.4% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling