+116.4%
HPE vs SONY
-6.4%
+122.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.2% | -7.9% | -5.8% |
| 7D | -17.0% | +2.9% | -19.9% | -17.2% |
| 30D | -26.7% | +10.2% | -37.0% | -27.7% |
| 3M | -4.1% | +16.1% | -20.3% | -6.9% |
| 6M | +75.4% | +32.1% | +43.3% | +61.7% |
| YTD | +111.0% | +1.4% | +109.7% | +112.7% |
| 1Y | +116.4% | -7.0% | +123.5% | +124.4% |
| All | +116.4% | -6.4% | +122.8% | +124.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling