+56.0%
HAS vs SONY
+276.5%
-220.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -4.8% | -4.9% | +0.1% | -3.2% |
| 30D | -5.1% | -1.6% | -3.5% | -4.7% |
| 3M | +6.4% | +10.0% | -3.6% | +2.6% |
| 6M | -5.6% | +8.4% | -14.1% | -9.0% |
| YTD | +11.0% | -8.4% | +19.4% | +13.4% |
| 1Y | +16.8% | -18.4% | +35.1% | +23.9% |
| 3Y | +44.0% | +41.0% | +3.1% | +22.5% |
| 5Y | +11.0% | +9.3% | +1.7% | +1.4% |
| 10Y | +56.0% | +281.7% | -225.7% | -2.6% |
| All | +56.0% | +276.5% | -220.5% | -2.6% |
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