-39.9%
BABA vs HYG
+17.7%
-57.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -6.0% |
| 7D | -12.7% | -0.4% | -12.3% | -11.9% |
| 30D | -14.9% | +0.4% | -15.3% | -15.6% |
| 3M | -24.6% | -1.8% | -22.8% | -21.4% |
| 6M | -29.3% | -0.7% | -28.6% | -28.1% |
| YTD | -35.0% | +0.3% | -35.4% | -35.2% |
| 1Y | -39.7% | +1.4% | -41.1% | -41.3% |
| 3Y | +21.2% | +24.1% | -2.9% | -24.6% |
| 5Y | -39.9% | +17.8% | -57.7% | -52.9% |
| All | -39.9% | +17.7% | -57.6% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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