+23.9%
BABA vs XHB
+260.8%
-236.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.0% |
| 7D | +11.6% | +1.3% | +10.3% | +10.9% |
| 30D | +2.3% | +7.8% | -5.5% | -1.5% |
| 3M | -13.7% | -5.5% | -8.2% | -11.9% |
| 6M | -21.9% | -2.6% | -19.3% | -22.1% |
| YTD | -24.6% | +0.4% | -25.0% | -26.2% |
| 1Y | -34.1% | -1.0% | -33.1% | -35.3% |
| 3Y | +36.3% | +37.3% | -1.0% | +9.4% |
| 5Y | -26.7% | +33.7% | -60.4% | -41.9% |
| 10Y | +19.2% | +256.9% | -237.7% | -47.2% |
| All | +23.9% | +260.8% | -236.9% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling