-39.7%
BABA vs USHY
+1.6%
-41.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -6.1% |
| 7D | -12.7% | -0.3% | -12.4% | -11.9% |
| 30D | -14.9% | +0.3% | -15.2% | -15.4% |
| 3M | -24.6% | -1.7% | -22.9% | -21.2% |
| 6M | -29.3% | -0.4% | -28.9% | -28.6% |
| YTD | -35.0% | +0.7% | -35.8% | -35.2% |
| 1Y | -39.7% | +1.8% | -41.5% | -39.1% |
| All | -39.7% | +1.6% | -41.3% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling