+396.0%
HPE vs SONY
+9.6%
+386.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.6% | +10.8% | +11.8% |
| 7D | +19.4% | -2.7% | +22.1% | +20.5% |
| 30D | +5.6% | +1.5% | +4.1% | +4.7% |
| 3M | +33.1% | +13.0% | +20.1% | +25.5% |
| 6M | +192.5% | +11.2% | +181.2% | +177.0% |
| YTD | +160.9% | -6.6% | +167.6% | +165.4% |
| 1Y | +155.0% | -18.1% | +173.1% | +173.7% |
| 3Y | +289.4% | +42.1% | +247.3% | +227.3% |
| All | +396.0% | +9.6% | +386.4% | +346.2% |
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 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