-28.3%
BABA vs HUT
-31.8%
+3.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +14.6% | -13.3% | -0.7% |
| 7D | +11.6% | -11.4% | +23.0% | +12.2% |
| 30D | +2.3% | -41.0% | +43.3% | +8.4% |
| 3M | -13.7% | -41.9% | +28.2% | -9.0% |
| 6M | -21.9% | -51.7% | +29.8% | -16.9% |
| YTD | -24.6% | +14.6% | -39.3% | -30.8% |
| 1Y | -34.1% | +21.4% | -55.5% | -40.8% |
| 3Y | +36.3% | +359.8% | -323.6% | -14.1% |
| All | -28.3% | -31.8% | +3.5% | -40.7% |
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 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