+28.2%
BABA vs THC
+319.6%
-291.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -4.8% | -0.7% | -4.1% | -4.7% |
| 30D | -11.9% | +1.3% | -13.2% | -12.1% |
| 3M | -9.3% | +64.2% | -73.5% | -15.2% |
| 6M | -14.2% | +8.3% | -22.5% | -15.6% |
| YTD | -22.0% | +33.4% | -55.4% | -25.6% |
| 1Y | -12.7% | +37.7% | -50.4% | -17.1% |
| 3Y | +26.7% | +236.8% | -210.1% | +5.3% |
| 5Y | -29.3% | +249.3% | -278.6% | -42.8% |
| 10Y | +21.2% | +995.2% | -974.0% | -20.5% |
| All | +28.2% | +319.6% | -291.4% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling