+717.5%
HPE vs SONY
+354.5%
+363.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +13.6% | -4.9% | +18.5% | +15.8% |
| 30D | +7.7% | -1.6% | +9.3% | +8.1% |
| 3M | +22.4% | +10.0% | +12.4% | +16.3% |
| 6M | +172.6% | +8.4% | +164.2% | +160.0% |
| YTD | +147.5% | -8.4% | +156.0% | +153.2% |
| 1Y | +151.8% | -18.4% | +170.1% | +170.0% |
| 3Y | +267.1% | +41.0% | +226.1% | +205.4% |
| 5Y | +362.8% | +9.3% | +353.5% | +319.2% |
| 10Y | +540.2% | +281.7% | +258.5% | +236.2% |
| All | +717.5% | +354.5% | +363.0% | +283.5% |
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