+208.9%
XHB vs SONY
+293.1%
-84.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.9% |
| 7D | -4.6% | -2.7% | -2.0% | -3.6% |
| 30D | -9.1% | +1.5% | -10.7% | -9.8% |
| 3M | -8.6% | +13.0% | -21.6% | -13.7% |
| 6M | -4.0% | +11.2% | -15.2% | -9.2% |
| YTD | -3.9% | -6.6% | +2.7% | -2.3% |
| 1Y | -16.5% | -18.1% | +1.7% | -10.6% |
| 3Y | +22.6% | +42.1% | -19.5% | -0.5% |
| 5Y | +33.9% | +11.0% | +22.9% | +19.1% |
| All | +208.9% | +293.1% | -84.2% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling