+15.8%
BABA vs HWM
+1,636.6%
-1,620.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.1% | -8.8% | -4.8% |
| 7D | +3.8% | +1.6% | +2.2% | +3.2% |
| 30D | -5.4% | -3.9% | -1.4% | -4.9% |
| 3M | -17.9% | -23.2% | +5.3% | -13.6% |
| 6M | -24.1% | -20.0% | -4.1% | -21.0% |
| YTD | -27.4% | +5.7% | -33.2% | -29.3% |
| 1Y | -36.1% | +4.9% | -40.9% | -37.6% |
| 3Y | +35.4% | +347.0% | -311.6% | -8.3% |
| 5Y | -30.1% | +563.0% | -593.1% | -57.0% |
| 10Y | +15.8% | +1,579.2% | -1,563.3% | -39.0% |
| All | +15.8% | +1,636.6% | -1,620.8% | -39.0% |
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