+108.1%
HST vs SONY
+286.8%
-178.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.3% |
| 7D | +0.7% | -5.8% | +6.5% | +2.8% |
| 30D | -0.7% | -0.4% | -0.3% | -0.7% |
| 3M | -4.0% | +13.3% | -17.3% | -8.8% |
| 6M | +20.7% | +8.5% | +12.2% | +15.9% |
| YTD | +31.0% | -8.1% | +39.2% | +33.6% |
| 1Y | +36.2% | -17.9% | +54.1% | +44.3% |
| 3Y | +66.6% | +41.4% | +25.2% | +39.2% |
| 5Y | +75.8% | +9.3% | +66.5% | +59.4% |
| All | +108.1% | +286.8% | -178.7% | +30.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling