-31.7%
BABA vs USHY
+50.4%
-82.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.6% |
| 7D | -2.2% | -0.1% | -2.0% | -1.9% |
| 30D | -17.3% | 0.0% | -17.3% | -17.3% |
| 3M | -7.8% | +0.8% | -8.6% | -9.1% |
| 6M | -16.8% | +1.9% | -18.7% | -19.3% |
| YTD | -24.7% | +2.3% | -26.9% | -27.4% |
| 1Y | -24.9% | +4.1% | -29.1% | -29.8% |
| 3Y | +29.1% | +27.8% | +1.3% | -14.0% |
| 5Y | -30.5% | +21.5% | -52.0% | -49.6% |
| All | -31.7% | +50.4% | -82.2% | -64.3% |
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