+22.3%
BABA vs PH
+818.9%
-796.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.3% |
| 7D | +8.6% | -3.9% | +12.5% | +10.0% |
| 30D | -1.1% | -9.4% | +8.3% | +2.2% |
| 3M | -15.9% | -10.3% | -5.6% | -13.0% |
| 6M | -17.5% | +2.7% | -20.2% | -19.1% |
| YTD | -25.6% | +2.1% | -27.7% | -27.1% |
| 1Y | -33.8% | +16.2% | -50.0% | -38.3% |
| 3Y | +34.6% | +129.3% | -94.7% | -5.0% |
| 5Y | -27.7% | +191.7% | -219.4% | -54.3% |
| 10Y | +17.7% | +759.2% | -741.5% | -56.2% |
| All | +22.3% | +818.9% | -796.6% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling