+22.3%
BABA vs THC
+353.5%
-331.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.9% |
| 7D | +8.6% | +5.9% | +2.7% | +7.8% |
| 30D | -1.1% | +10.8% | -11.9% | -2.4% |
| 3M | -15.9% | +9.4% | -25.4% | -17.0% |
| 6M | -17.5% | +53.3% | -70.8% | -22.4% |
| YTD | -25.6% | +44.2% | -69.7% | -29.7% |
| 1Y | -33.8% | +37.3% | -71.1% | -37.1% |
| 3Y | +34.6% | +421.6% | -387.0% | +5.9% |
| 5Y | -27.7% | +279.8% | -307.5% | -42.1% |
| 10Y | +17.7% | +1,513.9% | -1,496.2% | -26.9% |
| All | +22.3% | +353.5% | -331.2% | -7.3% |
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 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