+3,196.3%
HPQ vs SONY
+526.3%
+2,670.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +7.8% |
| 7D | +9.8% | -2.7% | +12.4% | +10.9% |
| 30D | +22.4% | +1.5% | +20.8% | +21.7% |
| 3M | +45.2% | +13.0% | +32.2% | +38.8% |
| 6M | +96.4% | +11.2% | +85.2% | +87.9% |
| YTD | +65.4% | -6.6% | +72.0% | +67.9% |
| 1Y | +31.6% | -18.1% | +49.7% | +39.6% |
| 3Y | +37.0% | +42.1% | -5.0% | +17.8% |
| 5Y | +53.0% | +11.0% | +42.0% | +42.1% |
| 10Y | +257.2% | +289.2% | -31.9% | +113.1% |
| All | +3,196.3% | +526.3% | +2,670.0% | +1,423.7% |
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