+780.7%
HBAN vs SONY
+526.3%
+254.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | -1.0% | -2.7% | +1.7% | -0.1% |
| 30D | -5.6% | +1.5% | -7.1% | -6.2% |
| 3M | -1.1% | +13.0% | -14.2% | -5.7% |
| 6M | +9.9% | +11.2% | -1.3% | +4.9% |
| YTD | -0.9% | -6.6% | +5.7% | +0.1% |
| 1Y | -1.4% | -18.1% | +16.7% | +3.8% |
| 3Y | +78.2% | +42.1% | +36.1% | +52.7% |
| 5Y | +37.0% | +11.0% | +26.0% | +25.6% |
| 10Y | +158.9% | +289.2% | -130.3% | +50.3% |
| All | +780.7% | +526.3% | +254.4% | +275.2% |
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