+228.7%
HL vs SONY
+9.6%
+219.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -2.0% |
| 7D | -4.4% | -2.7% | -1.7% | -3.1% |
| 30D | +9.3% | +1.5% | +7.8% | +8.1% |
| 3M | +32.0% | +13.0% | +19.0% | +22.0% |
| 6M | -6.4% | +11.2% | -17.7% | -12.5% |
| YTD | +3.1% | -6.6% | +9.8% | +5.7% |
| 1Y | +77.6% | -18.1% | +95.7% | +94.1% |
| 3Y | +392.8% | +42.1% | +350.8% | +296.3% |
| All | +228.7% | +9.6% | +219.0% | +166.1% |
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