-27.4%
BAH vs SONY
-10.8%
-16.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -3.2% | -1.2% | -2.1% | -3.1% |
| 30D | +2.0% | +9.4% | -7.4% | +0.7% |
| 3M | -7.6% | +10.5% | -18.1% | -9.7% |
| 6M | -5.7% | +11.7% | -17.4% | -7.5% |
| YTD | -11.7% | -4.1% | -7.7% | -14.2% |
| 1Y | -27.4% | -11.8% | -15.6% | -28.6% |
| All | -27.4% | -10.8% | -16.5% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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