-39.8%
BABA vs PH
+203.8%
-243.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -13.8% | +4.3% | -18.1% | -15.2% |
| 30D | -15.1% | +0.1% | -15.2% | -15.4% |
| 3M | -22.7% | -9.4% | -13.4% | -20.0% |
| 6M | -34.7% | +8.8% | -43.4% | -37.7% |
| YTD | -35.0% | +9.6% | -44.6% | -38.4% |
| 1Y | -40.4% | +14.4% | -54.9% | -44.6% |
| 3Y | +21.9% | +134.5% | -112.6% | -22.4% |
| All | -39.8% | +203.8% | -243.5% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling