-3.2%
BAH vs SONY
+9.8%
-13.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.3% | -4.9% | +3.6% | -0.7% |
| 30D | -6.6% | -1.6% | -5.0% | -6.4% |
| 3M | -7.2% | +10.0% | -17.1% | -8.3% |
| 6M | -10.0% | +8.4% | -18.4% | -11.0% |
| YTD | -12.5% | -8.4% | -4.0% | -12.1% |
| 1Y | -27.9% | -18.4% | -9.6% | -26.9% |
| 3Y | -31.4% | +41.0% | -72.4% | -34.6% |
| 5Y | -3.2% | +9.3% | -12.5% | -5.4% |
| All | -3.2% | +9.8% | -13.0% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling