-37.5%
BABA vs XHB
-1.4%
-36.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.1% |
| 7D | +2.4% | +1.2% | +1.2% | +2.0% |
| 30D | -7.8% | +8.9% | -16.6% | -9.3% |
| 3M | -22.4% | -4.2% | -18.2% | -21.9% |
| 6M | -26.0% | +1.4% | -27.3% | -27.3% |
| YTD | -29.3% | +1.2% | -30.5% | -30.5% |
| 1Y | -37.5% | -1.3% | -36.2% | -38.9% |
| All | -37.5% | -1.4% | -36.1% | -38.9% |
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