+30.7%
HD vs SONY
+63.5%
-32.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +1.5% | +0.3% | +1.3% | +1.5% |
| 30D | +18.0% | +11.1% | +6.9% | +15.1% |
| 3M | +2.8% | +14.7% | -11.9% | -0.4% |
| 6M | +17.0% | +18.8% | -1.8% | +12.0% |
| YTD | +3.5% | +5.7% | -2.2% | +1.5% |
| 1Y | -2.6% | -8.1% | +5.5% | -1.4% |
| 3Y | +30.7% | +64.0% | -33.3% | +12.3% |
| All | +30.7% | +63.5% | -32.8% | +12.3% |
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