+13.5%
BABA vs HWM
+1,135.2%
-1,121.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.6% | +3.9% |
| 7D | +8.6% | -2.4% | +11.0% | +8.9% |
| 30D | -1.1% | -13.3% | +12.2% | +1.7% |
| 3M | -15.9% | -31.0% | +15.1% | -9.2% |
| 6M | -17.5% | -17.1% | -0.4% | -14.8% |
| YTD | -25.6% | -1.9% | -23.7% | -26.2% |
| 1Y | -33.8% | -2.4% | -31.4% | -34.4% |
| 3Y | +34.6% | +322.2% | -287.6% | -7.7% |
| 5Y | -27.7% | +509.8% | -537.5% | -54.7% |
| 10Y | +17.7% | +1,453.8% | -1,436.1% | -39.0% |
| All | +13.5% | +1,135.2% | -1,121.7% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling