+122.4%
HST vs SONY
+373.2%
-250.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.6% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +11.2% | +11.1% | +0.1% | +6.8% |
| 3M | +13.1% | +14.7% | -1.6% | +7.2% |
| 6M | +23.9% | +18.8% | +5.1% | +15.3% |
| YTD | +52.3% | +5.7% | +46.5% | +47.2% |
| 1Y | +56.7% | -8.1% | +64.7% | +59.5% |
| 3Y | +87.5% | +64.0% | +23.5% | +48.0% |
| 5Y | +82.8% | +12.6% | +70.2% | +63.5% |
| All | +122.4% | +373.2% | -250.8% | +28.5% |
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