-24.0%
BAH vs SONY
-18.6%
-5.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.8% |
| 7D | +2.4% | -5.8% | +8.2% | +3.4% |
| 30D | -2.9% | -0.4% | -2.6% | -2.9% |
| 3M | -1.3% | +13.3% | -14.6% | -3.4% |
| 6M | -0.9% | +8.5% | -9.4% | -2.4% |
| YTD | -8.2% | -8.1% | -0.1% | -10.2% |
| 1Y | -24.0% | -17.9% | -6.1% | -25.1% |
| All | -24.0% | -18.6% | -5.4% | -25.1% |
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