+3.1%
HD vs SONY
+41.5%
-38.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.3% |
| 7D | -1.2% | -5.2% | +4.0% | 0.0% |
| 30D | -11.1% | +0.3% | -11.4% | -11.3% |
| 3M | +2.0% | +6.2% | -4.2% | +0.2% |
| 6M | -10.5% | +9.5% | -20.0% | -13.0% |
| YTD | -6.9% | -8.1% | +1.2% | -5.6% |
| 1Y | -23.2% | -17.9% | -5.3% | -20.2% |
| 3Y | +3.1% | +41.5% | -38.4% | -9.8% |
| All | +3.1% | +41.5% | -38.4% | -9.8% |
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