-41.1%
BABA vs USHY
+48.0%
-89.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.2% |
| 7D | -13.8% | -0.4% | -13.3% | -13.1% |
| 30D | -15.1% | +0.6% | -15.7% | -15.9% |
| 3M | -22.7% | -2.0% | -20.7% | -19.9% |
| 6M | -34.7% | -0.5% | -34.1% | -34.0% |
| YTD | -35.0% | +0.6% | -35.6% | -35.5% |
| 1Y | -40.4% | +2.1% | -42.5% | -42.4% |
| 3Y | +21.9% | +25.3% | -3.4% | -16.0% |
| 5Y | -39.9% | +19.7% | -59.6% | -55.2% |
| All | -41.1% | +48.0% | -89.1% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling