+1,474.6%
HWM vs SONY
+373.2%
+1,101.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.6% |
| 7D | +7.3% | +0.3% | +7.0% | +7.1% |
| 30D | +1.6% | +11.1% | -9.5% | -3.3% |
| 3M | -21.9% | +14.7% | -36.5% | -26.6% |
| 6M | -19.0% | +18.8% | -37.8% | -25.7% |
| YTD | +7.9% | +5.7% | +2.2% | +3.7% |
| 1Y | +9.9% | -8.1% | +18.0% | +12.2% |
| 3Y | +342.1% | +64.0% | +278.1% | +238.0% |
| 5Y | +600.8% | +12.6% | +588.1% | +522.6% |
| All | +1,474.6% | +373.2% | +1,101.4% | +675.2% |
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