+41.5%
HDB vs SONY
+293.1%
-251.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.6% | +5.3% | +6.4% |
| 7D | +0.7% | -2.7% | +3.4% | +1.5% |
| 30D | +1.0% | +1.5% | -0.5% | +0.6% |
| 3M | -2.0% | +13.0% | -15.0% | -5.7% |
| 6M | -18.1% | +11.2% | -29.3% | -21.1% |
| YTD | -36.1% | -6.6% | -29.5% | -35.3% |
| 1Y | -34.0% | -18.1% | -15.9% | -30.7% |
| 3Y | -26.7% | +42.1% | -68.8% | -37.3% |
| 5Y | -33.9% | +11.0% | -44.9% | -39.6% |
| All | +41.5% | +293.1% | -251.6% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling