+588.2%
HBM vs SONY
+293.1%
+295.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.6% |
| 7D | -3.3% | -2.7% | -0.6% | -1.8% |
| 30D | -4.8% | +1.5% | -6.3% | -6.4% |
| 3M | -0.4% | +13.0% | -13.4% | -10.5% |
| 6M | +17.9% | +11.2% | +6.7% | +7.7% |
| YTD | +33.7% | -6.6% | +40.4% | +38.0% |
| 1Y | +95.6% | -18.1% | +113.7% | +119.5% |
| 3Y | +458.1% | +42.1% | +416.1% | +306.3% |
| 5Y | +329.0% | +11.0% | +318.0% | +265.1% |
| All | +588.2% | +293.1% | +295.1% | +182.5% |
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 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