-34.3%
BABA vs USHY
+48.2%
-82.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -4.3% |
| 7D | +3.8% | +0.8% | +3.0% | +2.4% |
| 30D | -5.4% | +0.2% | -5.6% | -5.8% |
| 3M | -17.9% | -1.7% | -16.3% | -15.6% |
| 6M | -24.1% | -0.6% | -23.4% | -23.2% |
| YTD | -27.4% | +0.8% | -28.2% | -28.2% |
| 1Y | -36.1% | +2.1% | -38.2% | -38.2% |
| 3Y | +35.4% | +26.0% | +9.4% | -7.6% |
| 5Y | -30.1% | +19.2% | -49.3% | -47.7% |
| All | -34.3% | +48.2% | -82.5% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling