+17.1%
BABA vs THC
+1,421.6%
-1,404.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +11.6% | +3.7% | +7.9% | +11.1% |
| 30D | +2.3% | +9.0% | -6.8% | +1.2% |
| 3M | -13.7% | +10.4% | -24.1% | -14.8% |
| 6M | -21.9% | +45.7% | -67.6% | -25.9% |
| YTD | -24.6% | +42.6% | -67.2% | -28.6% |
| 1Y | -34.1% | +38.8% | -72.9% | -37.4% |
| 3Y | +36.3% | +418.8% | -382.6% | +8.0% |
| 5Y | -26.7% | +275.7% | -302.4% | -40.9% |
| All | +17.1% | +1,421.6% | -1,404.6% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling