+206.4%
HD vs SONY
+293.1%
-86.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.4% |
| 7D | -3.8% | -2.7% | -1.1% | -2.9% |
| 30D | -9.4% | +1.5% | -11.0% | -10.0% |
| 3M | -4.6% | +13.0% | -17.6% | -8.9% |
| 6M | -10.1% | +11.2% | -21.3% | -14.1% |
| YTD | -8.3% | -6.6% | -1.7% | -7.1% |
| 1Y | -25.0% | -18.1% | -6.9% | -20.7% |
| 3Y | +1.5% | +42.1% | -40.5% | -14.7% |
| 5Y | +5.6% | +11.0% | -5.5% | -4.9% |
| All | +206.4% | +293.1% | -86.7% | +87.7% |
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