-27.7%
BABA vs HWM
+538.5%
-566.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.6% | +4.3% |
| 7D | +8.6% | -2.4% | +11.0% | +8.9% |
| 30D | -1.1% | -13.3% | +12.2% | +2.6% |
| 3M | -15.9% | -31.0% | +15.1% | -7.0% |
| 6M | -17.5% | -17.1% | -0.4% | -14.2% |
| YTD | -25.6% | -1.9% | -23.7% | -26.9% |
| 1Y | -33.8% | -2.4% | -31.4% | -34.9% |
| 3Y | +34.6% | +322.2% | -287.6% | -32.4% |
| 5Y | -27.7% | +509.8% | -537.5% | -72.3% |
| All | -27.7% | +538.5% | -566.2% | -72.3% |
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