-9.0%
HUM vs SONY
+42.2%
-51.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.6% | +2.0% |
| 7D | +2.1% | -2.7% | +4.7% | +2.6% |
| 30D | +5.4% | +1.5% | +3.9% | +5.0% |
| 3M | +11.4% | +13.0% | -1.6% | +8.5% |
| 6M | +141.5% | +11.2% | +130.3% | +135.5% |
| YTD | +61.2% | -6.6% | +67.8% | +62.6% |
| 1Y | +49.2% | -18.1% | +67.3% | +53.8% |
| 3Y | -9.0% | +42.1% | -51.1% | -11.9% |
| All | -9.0% | +42.2% | -51.3% | -11.9% |
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