-18.1%
SONY vs HRB
-6.2%
-11.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -2.7% | -8.0% | +5.3% | -2.6% |
| 30D | +1.5% | -16.0% | +17.5% | +1.6% |
| 3M | +13.0% | +26.9% | -13.9% | +14.5% |
| 6M | +11.2% | +51.1% | -39.9% | +15.2% |
| YTD | -6.6% | +7.1% | -13.7% | -5.9% |
| 1Y | -18.1% | -9.6% | -8.5% | -19.7% |
| All | -18.1% | -6.2% | -11.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling