-30.1%
BABA vs HWM
+565.4%
-595.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.1% | -8.8% | -5.1% |
| 7D | +3.8% | +1.6% | +2.2% | +3.0% |
| 30D | -5.4% | -3.9% | -1.4% | -4.8% |
| 3M | -17.9% | -23.2% | +5.3% | -12.0% |
| 6M | -24.1% | -20.0% | -4.1% | -19.9% |
| YTD | -27.4% | +5.7% | -33.2% | -30.3% |
| 1Y | -36.1% | +4.9% | -40.9% | -38.5% |
| 3Y | +35.4% | +347.0% | -311.6% | -33.2% |
| 5Y | -30.1% | +563.0% | -593.1% | -74.1% |
| All | -30.1% | +565.4% | -595.5% | -74.1% |
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