-30.5%
BABA vs HYG
+19.1%
-49.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.5% |
| 7D | -2.2% | -0.2% | -2.0% | -1.8% |
| 30D | -17.3% | -0.1% | -17.2% | -17.2% |
| 3M | -7.8% | +0.7% | -8.5% | -9.2% |
| 6M | -16.8% | +1.5% | -18.3% | -19.4% |
| YTD | -24.7% | +1.9% | -26.6% | -27.6% |
| 1Y | -24.9% | +3.7% | -28.7% | -30.5% |
| 3Y | +29.1% | +26.5% | +2.6% | -22.3% |
| 5Y | -30.5% | +19.0% | -49.5% | -51.2% |
| All | -30.5% | +19.1% | -49.6% | -51.2% |
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