-22.2%
HDB vs SONY
+12.1%
-34.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | +0.1% |
| 7D | +2.7% | +0.3% | +2.5% | +2.7% |
| 30D | +14.1% | +11.1% | +3.0% | +10.9% |
| 3M | +11.8% | +14.7% | -2.8% | +7.7% |
| 6M | +8.2% | +18.8% | -10.6% | +2.9% |
| YTD | -29.3% | +5.7% | -35.1% | -30.8% |
| 1Y | -28.8% | -8.1% | -20.7% | -27.7% |
| 3Y | -7.5% | +64.0% | -71.5% | -23.8% |
| All | -22.2% | +12.1% | -34.3% | -27.3% |
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