+5,566.9%
HUM vs SONY
+516.3%
+5,050.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -1.4% | -5.8% | +4.3% | -0.3% |
| 30D | +7.5% | -0.4% | +7.9% | +7.5% |
| 3M | +10.2% | +13.3% | -3.1% | +7.1% |
| 6M | +132.5% | +8.5% | +124.0% | +127.6% |
| YTD | +57.6% | -8.1% | +65.7% | +59.5% |
| 1Y | +48.6% | -17.9% | +66.5% | +53.6% |
| 3Y | -11.2% | +41.4% | -52.6% | -18.7% |
| 5Y | +4.8% | +9.3% | -4.5% | -0.4% |
| 10Y | +147.1% | +283.0% | -135.9% | +80.1% |
| All | +5,566.9% | +516.3% | +5,050.6% | +3,150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling