+6.2%
HD vs SONY
+9.8%
-3.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -1.8% | -4.9% | +3.1% | -0.4% |
| 30D | -10.8% | -1.6% | -9.2% | -10.5% |
| 3M | -2.7% | +10.0% | -12.7% | -5.7% |
| 6M | -10.3% | +8.4% | -18.7% | -13.1% |
| YTD | -7.8% | -8.4% | +0.6% | -6.1% |
| 1Y | -23.1% | -18.4% | -4.8% | -19.2% |
| 3Y | +2.0% | +41.0% | -39.0% | -12.7% |
| 5Y | +6.2% | +9.3% | -3.1% | -4.5% |
| All | +6.2% | +9.8% | -3.6% | -4.5% |
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