-39.8%
BABA vs XHB
+28.9%
-68.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -13.8% | -0.2% | -13.6% | -13.7% |
| 30D | -15.1% | +9.9% | -25.0% | -19.0% |
| 3M | -22.7% | -6.3% | -16.5% | -20.7% |
| 6M | -34.7% | +3.8% | -38.5% | -37.0% |
| YTD | -35.0% | +0.1% | -35.2% | -36.5% |
| 1Y | -40.4% | -0.8% | -39.6% | -41.7% |
| 3Y | +21.9% | +35.6% | -13.7% | -6.7% |
| All | -39.8% | +28.9% | -68.7% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling