+72.8%
HCA vs SONY
+9.6%
+63.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +1.0% |
| 7D | +5.4% | -2.7% | +8.1% | +6.1% |
| 30D | +3.0% | +1.5% | +1.4% | +2.5% |
| 3M | +13.0% | +13.0% | 0.0% | +9.5% |
| 6M | -20.3% | +11.2% | -31.5% | -22.8% |
| YTD | -8.2% | -6.6% | -1.6% | -7.1% |
| 1Y | +6.7% | -18.1% | +24.8% | +11.7% |
| 3Y | +60.4% | +42.1% | +18.3% | +37.4% |
| All | +72.8% | +9.6% | +63.1% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling