+6.8%
BABA vs HYG
+58.3%
-51.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -13.8% | -0.4% | -13.4% | -13.2% |
| 30D | -15.1% | +0.7% | -15.8% | -16.1% |
| 3M | -22.7% | -2.1% | -20.6% | -19.8% |
| 6M | -34.7% | -0.8% | -33.9% | -33.7% |
| YTD | -35.0% | +0.3% | -35.3% | -35.1% |
| 1Y | -40.4% | +1.8% | -42.2% | -42.0% |
| 3Y | +21.9% | +24.1% | -2.2% | -14.5% |
| 5Y | -39.9% | +17.7% | -57.6% | -53.3% |
| 10Y | +7.9% | +56.8% | -48.9% | -44.3% |
| All | +6.8% | +58.3% | -51.4% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling