+17.9%
HBM vs SONY
+10.4%
+7.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.1% |
| 7D | -3.3% | -2.7% | -0.6% | -2.4% |
| 30D | -4.8% | +1.5% | -6.3% | -6.2% |
| 3M | -0.4% | +13.0% | -13.4% | -7.7% |
| 6M | +17.9% | +11.2% | +6.7% | +13.0% |
| All | +17.9% | +10.4% | +7.4% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling