+28.2%
BABA vs PH
+891.3%
-863.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -4.8% | -3.1% | -1.7% | -3.7% |
| 30D | -11.9% | -3.2% | -8.6% | -11.1% |
| 3M | -9.3% | +10.6% | -19.8% | -13.1% |
| 6M | -14.2% | -2.1% | -12.1% | -14.3% |
| YTD | -22.0% | +10.2% | -32.2% | -25.5% |
| 1Y | -12.7% | +28.2% | -40.9% | -21.3% |
| 3Y | +26.7% | +134.9% | -108.2% | -11.3% |
| 5Y | -29.3% | +253.6% | -283.0% | -58.3% |
| 10Y | +21.2% | +804.7% | -783.5% | -55.5% |
| All | +28.2% | +891.3% | -863.2% | -55.7% |
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 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