+60.4%
HCA vs SONY
+42.2%
+18.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +1.1% |
| 7D | +5.4% | -2.7% | +8.1% | +5.8% |
| 30D | +3.0% | +1.5% | +1.4% | +2.7% |
| 3M | +13.0% | +13.0% | 0.0% | +11.1% |
| 6M | -20.3% | +11.2% | -31.5% | -21.6% |
| YTD | -8.2% | -6.6% | -1.6% | -7.5% |
| 1Y | +6.7% | -18.1% | +24.8% | +9.6% |
| 3Y | +60.4% | +42.1% | +18.3% | +49.8% |
| All | +60.4% | +42.2% | +18.1% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling