-28.3%
BABA vs THC
+274.4%
-302.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +11.6% | +3.7% | +7.9% | +10.8% |
| 30D | +2.3% | +9.0% | -6.8% | +0.5% |
| 3M | -13.7% | +10.4% | -24.1% | -15.6% |
| 6M | -21.9% | +45.7% | -67.6% | -28.4% |
| YTD | -24.6% | +42.6% | -67.2% | -31.1% |
| 1Y | -34.1% | +38.8% | -72.9% | -39.5% |
| 3Y | +36.3% | +418.8% | -382.6% | -14.8% |
| All | -28.3% | +274.4% | -302.7% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling