Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • HPE vs SONY✓SelectedUSD · SONYHPE vs SONY performance historyLatest closeAs of+12.44%09/11
Stock and ETF performance explorer

HPE vs SONY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+563.1%
SONY return
+293.1%
Excess return
+270.0%
Maximum drawdown
-56.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSONYExcessAlpha
1D+12.4%+1.6%+10.8%+11.8%
7D+19.4%-2.7%+22.1%+20.6%
30D+5.6%+1.5%+4.1%+4.7%
3M+33.1%+13.0%+20.1%+25.1%
6M+192.5%+11.2%+181.2%+176.2%
YTD+160.9%-6.6%+167.6%+165.1%
1Y+155.0%-18.1%+173.1%+173.5%
3Y+289.4%+42.1%+247.3%+223.0%
5Y+395.7%+11.0%+384.6%+345.9%
All+563.1%+293.1%+270.0%+272.2%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling