+31,139.8%
HD vs SONY
+543.6%
+30,596.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | -2.1% | -1.2% | -0.9% | -1.7% |
| 30D | -8.4% | +9.4% | -17.9% | -11.0% |
| 3M | +4.3% | +10.5% | -6.1% | +0.8% |
| 6M | -11.1% | +11.7% | -22.8% | -14.7% |
| YTD | -4.7% | -4.1% | -0.6% | -4.4% |
| 1Y | -19.8% | -11.8% | -8.0% | -17.8% |
| 3Y | +4.1% | +45.9% | -41.8% | -10.4% |
| 5Y | +10.3% | +16.3% | -6.0% | +0.2% |
| 10Y | +203.2% | +297.6% | -94.4% | +84.9% |
| All | +31,139.8% | +543.6% | +30,596.2% | +12,104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling