+60.4%
HL vs SONY
+514.2%
-453.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +0.4% | -4.9% | +5.3% | +1.8% |
| 30D | +18.8% | -1.6% | +20.4% | +19.2% |
| 3M | +43.7% | +10.0% | +33.7% | +38.9% |
| 6M | -1.0% | +8.4% | -9.5% | -3.7% |
| YTD | +8.7% | -8.4% | +17.2% | +11.2% |
| 1Y | +105.0% | -18.4% | +123.4% | +116.4% |
| 3Y | +427.3% | +41.0% | +386.3% | +373.2% |
| 5Y | +249.3% | +9.3% | +240.0% | +234.2% |
| 10Y | +284.2% | +281.7% | +2.5% | +166.0% |
| All | +60.4% | +514.2% | -453.8% | +1.1% |
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 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