+21.9%
BABA vs XHB
+35.8%
-13.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -13.8% | -0.2% | -13.6% | -13.7% |
| 30D | -15.1% | +9.9% | -25.0% | -17.4% |
| 3M | -22.7% | -6.3% | -16.5% | -21.5% |
| 6M | -34.7% | +3.8% | -38.5% | -36.2% |
| YTD | -35.0% | +0.1% | -35.2% | -35.9% |
| 1Y | -40.4% | -0.8% | -39.6% | -41.2% |
| 3Y | +21.9% | +35.6% | -13.7% | +12.9% |
| All | +21.9% | +35.8% | -13.9% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling