-38.6%
BABA vs HUT
+156.6%
-195.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.1% | +8.7% | +3.1% |
| 7D | +8.6% | -30.8% | +39.4% | +11.1% |
| 30D | -1.1% | -50.2% | +49.1% | +3.8% |
| 3M | -15.9% | -50.5% | +34.5% | -12.1% |
| 6M | -17.5% | -42.9% | +25.4% | -15.7% |
| YTD | -25.6% | 0.0% | -25.6% | -27.9% |
| 1Y | -33.8% | -2.2% | -31.6% | -36.3% |
| 3Y | +34.6% | +289.4% | -254.8% | +9.5% |
| 5Y | -27.7% | -36.7% | +9.1% | -40.2% |
| All | -38.6% | +156.6% | -195.2% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling