-28.3%
BABA vs HWM
+522.0%
-550.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.2% | +0.6% |
| 7D | +11.6% | +3.3% | +8.3% | +10.2% |
| 30D | +2.3% | -7.6% | +9.9% | +4.2% |
| 3M | -13.7% | -28.9% | +15.2% | -5.3% |
| 6M | -21.9% | -19.7% | -2.2% | -17.9% |
| YTD | -24.6% | +0.5% | -25.2% | -26.5% |
| 1Y | -34.1% | +0.3% | -34.4% | -35.7% |
| 3Y | +36.3% | +325.8% | -289.6% | -31.8% |
| All | -28.3% | +522.0% | -550.2% | -73.1% |
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