+390.3%
HWM vs SONY
+39.5%
+350.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -8.0% | -4.9% | -3.1% | -6.5% |
| 30D | -18.0% | -1.6% | -16.4% | -17.5% |
| 3M | -9.5% | +10.0% | -19.5% | -12.1% |
| 6M | -8.4% | +8.4% | -16.8% | -11.1% |
| YTD | +13.6% | -8.4% | +22.1% | +16.4% |
| 1Y | +30.2% | -18.4% | +48.6% | +38.2% |
| All | +390.3% | +39.5% | +350.8% | +334.2% |
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 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