+201.7%
BAH vs SONY
+286.8%
-85.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.8% |
| 7D | +2.4% | -5.8% | +8.2% | +3.6% |
| 30D | -2.9% | -0.4% | -2.6% | -2.9% |
| 3M | -1.3% | +13.3% | -14.6% | -3.8% |
| 6M | -0.9% | +8.5% | -9.4% | -2.9% |
| YTD | -8.2% | -8.1% | -0.1% | -7.2% |
| 1Y | -24.0% | -17.9% | -6.1% | -21.7% |
| 3Y | -28.1% | +41.4% | -69.5% | -34.9% |
| 5Y | +2.5% | +9.3% | -6.8% | -3.2% |
| All | +201.7% | +286.8% | -85.2% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling