-31.3%
BABA vs THC
+250.3%
-281.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -4.8% | -0.7% | -4.1% | -4.6% |
| 30D | -11.9% | +1.3% | -13.2% | -12.2% |
| 3M | -9.3% | +64.2% | -73.5% | -18.6% |
| 6M | -14.2% | +8.3% | -22.5% | -16.2% |
| YTD | -22.0% | +33.4% | -55.4% | -27.6% |
| 1Y | -12.7% | +37.7% | -50.4% | -19.7% |
| 3Y | +26.7% | +236.8% | -210.1% | -9.9% |
| All | -31.3% | +250.3% | -281.6% | -57.1% |
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