-34.1%
BABA vs THC
+35.6%
-69.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.3% |
| 7D | +11.6% | +3.7% | +7.9% | +11.3% |
| 30D | +2.3% | +9.0% | -6.8% | +1.8% |
| 3M | -13.7% | +10.4% | -24.1% | -14.2% |
| 6M | -21.9% | +45.7% | -67.6% | -23.1% |
| YTD | -24.6% | +42.6% | -67.2% | -25.8% |
| 1Y | -34.1% | +38.8% | -72.9% | -34.8% |
| All | -34.1% | +35.6% | -69.7% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling