-29.3%
BABA vs USHY
+50.7%
-80.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | -0.1% | -4.6% | -4.6% |
| 30D | -11.9% | +0.1% | -12.0% | -12.1% |
| 3M | -9.3% | +0.8% | -10.1% | -10.6% |
| 6M | -14.2% | +1.7% | -16.0% | -16.6% |
| YTD | -22.0% | +2.5% | -24.5% | -25.1% |
| 1Y | -12.7% | +4.4% | -17.1% | -18.7% |
| 3Y | +26.7% | +27.4% | -0.7% | -15.3% |
| 5Y | -29.3% | +21.7% | -51.1% | -49.0% |
| All | -29.3% | +50.7% | -80.1% | -63.2% |
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