-31.3%
BABA vs HWM
+743.6%
-774.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | -4.8% | -2.1% | -2.7% | -4.2% |
| 30D | -11.9% | -11.0% | -0.9% | -9.0% |
| 3M | -9.3% | +4.0% | -13.3% | -10.8% |
| 6M | -14.2% | -0.2% | -14.0% | -14.8% |
| YTD | -22.0% | +26.7% | -48.7% | -28.1% |
| 1Y | -12.7% | +44.7% | -57.4% | -23.0% |
| 3Y | +26.7% | +426.1% | -399.4% | -36.5% |
| All | -31.3% | +743.6% | -774.9% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling