+11.7%
BABA vs HWM
+1,503.5%
-1,491.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -7.0% |
| 7D | -12.7% | +11.1% | -23.8% | -14.8% |
| 30D | -14.9% | +3.0% | -17.8% | -15.8% |
| 3M | -24.6% | -20.7% | -3.9% | -21.2% |
| 6M | -29.3% | -17.2% | -12.2% | -27.0% |
| YTD | -35.0% | +9.1% | -44.1% | -37.1% |
| 1Y | -39.7% | +9.0% | -48.7% | -41.7% |
| 3Y | +21.2% | +353.8% | -332.7% | -18.5% |
| 5Y | -39.9% | +608.0% | -647.9% | -63.7% |
| All | +11.7% | +1,503.5% | -1,491.8% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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