+519.3%
SONY vs HRB
+3,081.6%
-2,562.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | -4.9% | -10.6% | +5.7% | -2.6% |
| 30D | -1.6% | -0.8% | -0.8% | -1.8% |
| 3M | +10.0% | +19.1% | -9.1% | +5.4% |
| 6M | +8.4% | +48.7% | -40.3% | -2.1% |
| YTD | -8.4% | +7.1% | -15.5% | -11.6% |
| 1Y | -18.4% | -8.3% | -10.0% | -18.7% |
| 3Y | +41.0% | +25.8% | +15.1% | +28.2% |
| 5Y | +9.3% | +111.1% | -101.8% | -13.7% |
| 10Y | +281.7% | +206.6% | +75.1% | +154.0% |
| All | +519.3% | +3,081.6% | -2,562.2% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling