+37.0%
HPQ vs SONY
+42.2%
-5.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +7.9% |
| 7D | +9.8% | -2.7% | +12.4% | +10.8% |
| 30D | +22.4% | +1.5% | +20.8% | +21.7% |
| 3M | +45.2% | +13.0% | +32.2% | +39.3% |
| 6M | +96.4% | +11.2% | +85.2% | +88.6% |
| YTD | +65.4% | -6.6% | +72.0% | +68.6% |
| 1Y | +31.6% | -18.1% | +49.7% | +40.3% |
| 3Y | +37.0% | +42.1% | -5.0% | +21.3% |
| All | +37.0% | +42.2% | -5.2% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling