-30.7%
HDB vs SONY
+39.5%
-70.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -4.9% | -4.9% | 0.0% | -4.1% |
| 30D | -5.8% | -1.6% | -4.2% | -5.6% |
| 3M | -5.2% | +10.0% | -15.2% | -6.7% |
| 6M | -25.7% | +8.4% | -34.1% | -26.9% |
| YTD | -39.6% | -8.4% | -31.1% | -39.1% |
| 1Y | -36.9% | -18.4% | -18.6% | -35.4% |
| All | -30.7% | +39.5% | -70.2% | -35.2% |
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