+332.5%
HBM vs SONY
+9.6%
+322.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.5% |
| 7D | -3.3% | -2.7% | -0.6% | -1.9% |
| 30D | -4.8% | +1.5% | -6.3% | -6.3% |
| 3M | -0.4% | +13.0% | -13.4% | -10.0% |
| 6M | +17.9% | +11.2% | +6.7% | +8.3% |
| YTD | +33.7% | -6.6% | +40.4% | +37.9% |
| 1Y | +95.6% | -18.1% | +113.7% | +118.6% |
| 3Y | +458.1% | +42.1% | +416.1% | +309.1% |
| All | +332.5% | +9.6% | +322.8% | +244.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling