+3,652.6%
HDB vs SONY
+143.8%
+3,508.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -1.3% |
| 7D | -2.0% | -5.2% | +3.1% | +0.1% |
| 30D | -4.9% | +0.3% | -5.2% | -5.0% |
| 3M | -2.3% | +6.2% | -8.5% | -5.2% |
| 6M | -23.7% | +9.5% | -33.3% | -27.2% |
| YTD | -38.5% | -8.1% | -30.4% | -37.1% |
| 1Y | -36.5% | -17.9% | -18.5% | -32.4% |
| 3Y | -28.5% | +41.5% | -70.0% | -41.8% |
| 5Y | -37.4% | +11.8% | -49.2% | -44.9% |
| 10Y | +34.0% | +275.4% | -241.4% | -35.7% |
| All | +3,652.6% | +143.8% | +3,508.8% | +1,281.7% |
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