-12.7%
BABA vs XHB
-9.3%
-3.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | -11.9% | -6.9% | -5.0% | -10.7% |
| 3M | -9.3% | -1.3% | -8.0% | -10.1% |
| 6M | -14.2% | -6.8% | -7.5% | -14.7% |
| YTD | -22.0% | +0.7% | -22.8% | -23.6% |
| 1Y | -12.7% | -11.2% | -1.5% | -8.6% |
| All | -12.7% | -9.3% | -3.5% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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