-33.4%
BABA vs PH
+211.9%
-245.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.9% |
| 7D | +2.4% | +2.1% | +0.2% | +1.3% |
| 30D | -7.8% | +0.3% | -8.0% | -8.2% |
| 3M | -22.4% | -8.8% | -13.6% | -19.9% |
| 6M | -26.0% | +10.0% | -36.0% | -29.7% |
| YTD | -29.3% | +10.5% | -39.8% | -33.2% |
| 1Y | -37.5% | +15.5% | -53.0% | -42.2% |
| 3Y | +31.9% | +136.4% | -104.4% | -16.1% |
| 5Y | -33.4% | +213.6% | -247.0% | -67.3% |
| All | -33.4% | +211.9% | -245.4% | -67.3% |
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