+17.1%
BABA vs PH
+759.6%
-742.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.3% |
| 7D | +11.6% | +2.0% | +9.6% | +10.7% |
| 30D | +2.3% | -3.7% | +6.0% | +3.4% |
| 3M | -13.7% | -14.0% | +0.3% | -9.4% |
| 6M | -21.9% | +2.1% | -24.0% | -23.2% |
| YTD | -24.6% | +5.1% | -29.7% | -26.8% |
| 1Y | -34.1% | +10.9% | -45.0% | -37.3% |
| 3Y | +36.3% | +132.9% | -96.7% | -2.6% |
| 5Y | -26.7% | +200.1% | -226.8% | -53.2% |
| All | +17.1% | +759.6% | -742.5% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling