+33,787.5%
HD vs SONY
+598.6%
+33,188.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -0.5% | -3.2% | +2.7% | +0.5% |
| 30D | +18.5% | +9.6% | +8.9% | +15.2% |
| 3M | +2.2% | +13.3% | -11.1% | -1.8% |
| 6M | +13.8% | +20.3% | -6.5% | +6.9% |
| YTD | +3.4% | +4.1% | -0.7% | +1.1% |
| 1Y | -3.5% | -11.9% | +8.4% | -0.8% |
| 3Y | +29.0% | +56.6% | -27.6% | +8.7% |
| 5Y | +6.1% | +10.9% | -4.8% | -2.0% |
| 10Y | +242.3% | +366.6% | -124.4% | +99.1% |
| All | +33,787.5% | +598.6% | +33,188.9% | +12,805.8% |
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 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