+11.7%
BABA vs XHB
+234.8%
-223.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.7% | -5.3% | -6.3% |
| 7D | -12.7% | -2.4% | -10.3% | -11.8% |
| 30D | -14.9% | +7.1% | -21.9% | -17.7% |
| 3M | -24.6% | -6.0% | -18.7% | -22.9% |
| 6M | -29.3% | +2.1% | -31.4% | -31.1% |
| YTD | -35.0% | -0.6% | -34.4% | -36.1% |
| 1Y | -39.7% | -3.3% | -36.4% | -40.1% |
| 3Y | +21.2% | +34.1% | -12.9% | -0.8% |
| 5Y | -39.9% | +28.6% | -68.5% | -51.3% |
| All | +11.7% | +234.8% | -223.1% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling