-19.5%
BABA vs XHB
-15.1%
-4.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -12.3% | -9.1% | -3.2% | -10.7% |
| 3M | -5.3% | -2.3% | -3.0% | -6.2% |
| 6M | -13.1% | -4.1% | -9.0% | -14.3% |
| YTD | -22.4% | -1.7% | -20.7% | -23.6% |
| 1Y | -19.5% | -15.1% | -4.4% | -15.6% |
| All | -19.5% | -15.1% | -4.3% | -15.6% |
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