+28.2%
BABA vs HYG
+61.3%
-33.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.4% |
| 7D | -4.8% | -0.2% | -4.6% | -4.5% |
| 30D | -11.9% | +0.1% | -12.0% | -12.1% |
| 3M | -9.3% | +0.7% | -9.9% | -10.3% |
| 6M | -14.2% | +1.5% | -15.7% | -16.2% |
| YTD | -22.0% | +2.2% | -24.2% | -24.7% |
| 1Y | -12.7% | +3.9% | -16.6% | -17.9% |
| 3Y | +26.7% | +26.0% | +0.7% | -13.6% |
| 5Y | -29.3% | +19.2% | -48.5% | -46.5% |
| 10Y | +21.2% | +54.8% | -33.6% | -36.1% |
| All | +28.2% | +61.3% | -33.1% | -36.7% |
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