+65.2%
HST vs SONY
+40.0%
+25.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.1% |
| 7D | +2.0% | -5.2% | +7.1% | +3.3% |
| 30D | -5.2% | +0.3% | -5.5% | -5.4% |
| 3M | -6.2% | +6.2% | -12.5% | -8.0% |
| 6M | +20.4% | +9.5% | +10.9% | +16.8% |
| YTD | +30.6% | -8.1% | +38.7% | +33.1% |
| 1Y | +37.4% | -17.9% | +55.3% | +44.3% |
| All | +65.2% | +40.0% | +25.1% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling