+167.9%
XHB vs SONY
+182.9%
-15.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -1.9% | -4.9% | +3.0% | +0.1% |
| 30D | -8.3% | -1.6% | -6.7% | -7.8% |
| 3M | -7.1% | +10.0% | -17.1% | -11.3% |
| 6M | -5.3% | +8.4% | -13.7% | -9.4% |
| YTD | -3.2% | -8.4% | +5.2% | -0.9% |
| 1Y | -13.9% | -18.4% | +4.5% | -7.9% |
| 3Y | +24.9% | +41.0% | -16.0% | +3.0% |
| 5Y | +34.5% | +9.3% | +25.2% | +21.8% |
| 10Y | +215.5% | +281.7% | -66.2% | +63.0% |
| All | +167.9% | +182.9% | -15.0% | +34.5% |
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