+104.2%
HAS vs SONY
+364.7%
-260.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | +2.0% | +2.1% | -0.1% | +1.1% |
| 30D | +30.9% | +9.2% | +21.7% | +26.9% |
| 3M | +28.8% | +12.2% | +16.6% | +23.4% |
| 6M | +32.3% | +24.4% | +7.9% | +21.6% |
| YTD | +54.7% | +3.5% | +51.2% | +51.3% |
| 1Y | +63.2% | -9.2% | +72.4% | +67.0% |
| 3Y | +220.7% | +55.6% | +165.1% | +163.4% |
| 5Y | +53.3% | +12.0% | +41.4% | +39.4% |
| 10Y | +104.2% | +363.7% | -259.4% | +20.6% |
| All | +104.2% | +364.7% | -260.5% | +20.6% |
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