+399.9%
GH vs SONY
+110.9%
+289.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +2.5% |
| 7D | -2.1% | -5.2% | +3.1% | +1.3% |
| 30D | -4.5% | +0.3% | -4.7% | -5.1% |
| 3M | +28.9% | +6.2% | +22.7% | +21.8% |
| 6M | +76.5% | +9.5% | +67.0% | +62.2% |
| YTD | +57.6% | -8.1% | +65.7% | +62.9% |
| 1Y | +167.5% | -17.9% | +185.5% | +195.6% |
| 3Y | +377.4% | +41.5% | +335.9% | +233.4% |
| 5Y | +23.8% | +11.8% | +12.0% | +4.1% |
| All | +399.9% | +110.9% | +289.0% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling