-35.5%
BABA vs PH
+15.9%
-51.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | +2.4% | +2.1% | +0.2% | +1.9% |
| 30D | -7.8% | +0.3% | -8.0% | -7.9% |
| 3M | -22.4% | -8.8% | -13.6% | -21.2% |
| 6M | -26.0% | +10.0% | -36.0% | -29.1% |
| YTD | -29.3% | +10.5% | -39.8% | -31.7% |
| All | -35.5% | +15.9% | -51.4% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling