+107.2%
HST vs SONY
+285.5%
-178.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -0.3% | -4.9% | +4.6% | +1.4% |
| 30D | -2.8% | -1.6% | -1.2% | -2.4% |
| 3M | -6.5% | +10.0% | -16.5% | -10.2% |
| 6M | +20.7% | +8.4% | +12.3% | +15.9% |
| YTD | +30.5% | -8.4% | +38.9% | +33.2% |
| 1Y | +36.8% | -18.4% | +55.1% | +45.1% |
| 3Y | +65.9% | +41.0% | +24.9% | +38.7% |
| 5Y | +73.9% | +9.3% | +64.6% | +57.7% |
| All | +107.2% | +285.5% | -178.3% | +29.5% |
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