+11.7%
BABA vs PH
+700.5%
-688.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.5% | -6.5% |
| 7D | -12.7% | +7.4% | -20.0% | -14.9% |
| 30D | -14.9% | +0.5% | -15.4% | -15.3% |
| 3M | -24.6% | -10.2% | -14.4% | -22.1% |
| 6M | -29.3% | +8.9% | -38.3% | -32.1% |
| YTD | -35.0% | +9.7% | -44.7% | -37.9% |
| 1Y | -39.7% | +12.8% | -52.5% | -43.0% |
| 3Y | +21.2% | +134.6% | -113.4% | -14.0% |
| 5Y | -39.9% | +204.5% | -244.4% | -62.1% |
| All | +11.7% | +700.5% | -688.8% | -48.0% |
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