+593.2%
HBM vs SONY
+618.2%
-25.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.3% | -7.9% | -7.7% |
| 7D | -3.7% | -5.8% | +2.0% | -0.5% |
| 30D | -3.7% | -0.4% | -3.3% | -3.9% |
| 3M | +8.0% | +13.3% | -5.3% | -1.4% |
| 6M | +15.8% | +8.5% | +7.3% | +9.0% |
| YTD | +34.4% | -8.1% | +42.5% | +39.5% |
| 1Y | +98.2% | -17.9% | +116.1% | +118.5% |
| 3Y | +476.6% | +41.4% | +435.1% | +350.1% |
| 5Y | +331.1% | +9.3% | +321.8% | +288.8% |
| 10Y | +591.6% | +283.0% | +308.6% | +218.6% |
| All | +593.2% | +618.2% | -25.0% | +123.0% |
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 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