-31.3%
BABA vs HUT
+71.6%
-102.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | +0.4% |
| 7D | -4.8% | +17.8% | -22.5% | -6.9% |
| 30D | -11.9% | +0.8% | -12.7% | -12.3% |
| 3M | -9.3% | -26.8% | +17.5% | -6.9% |
| 6M | -14.2% | +72.6% | -86.8% | -22.9% |
| YTD | -22.0% | +103.6% | -125.7% | -32.4% |
| 1Y | -12.7% | +265.3% | -278.0% | -31.7% |
| 3Y | +26.7% | +689.4% | -662.8% | -23.4% |
| All | -31.3% | +71.6% | -102.9% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling