+15.8%
BABA vs XHB
+271.6%
-255.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.6% | -7.3% | -5.3% |
| 7D | +3.8% | +1.3% | +2.5% | +3.0% |
| 30D | -5.4% | +11.8% | -17.2% | -10.2% |
| 3M | -17.9% | -3.8% | -14.1% | -17.0% |
| 6M | -24.1% | +4.1% | -28.2% | -26.5% |
| YTD | -27.4% | +4.0% | -31.4% | -30.0% |
| 1Y | -36.1% | +1.6% | -37.6% | -37.9% |
| 3Y | +35.4% | +43.2% | -7.8% | +7.6% |
| 5Y | -30.1% | +35.8% | -65.9% | -44.7% |
| 10Y | +15.8% | +259.3% | -243.4% | -41.8% |
| All | +15.8% | +271.6% | -255.8% | -41.8% |
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