+1,547.2%
HWM vs SONY
+292.5%
+1,254.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.2% |
| 7D | -12.5% | -5.8% | -6.7% | -10.2% |
| 30D | -19.0% | -0.4% | -18.6% | -18.8% |
| 3M | -8.6% | +13.3% | -21.9% | -13.7% |
| 6M | -10.2% | +8.5% | -18.6% | -14.1% |
| YTD | +11.3% | -8.1% | +19.5% | +14.2% |
| 1Y | +24.3% | -17.9% | +42.2% | +33.2% |
| 3Y | +382.3% | +41.4% | +340.8% | +293.9% |
| 5Y | +640.6% | +9.3% | +631.3% | +564.6% |
| All | +1,547.2% | +292.5% | +1,254.7% | +774.5% |
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