+342.1%
HWM vs SONY
+63.5%
+278.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.4% |
| 7D | +7.3% | +0.3% | +7.0% | +7.2% |
| 30D | +1.6% | +11.1% | -9.5% | -1.7% |
| 3M | -21.9% | +14.7% | -36.5% | -25.0% |
| 6M | -19.0% | +18.8% | -37.8% | -23.4% |
| YTD | +7.9% | +5.7% | +2.2% | +5.8% |
| 1Y | +9.9% | -8.1% | +18.0% | +12.8% |
| 3Y | +342.1% | +64.0% | +278.1% | +279.7% |
| All | +342.1% | +63.5% | +278.6% | +279.7% |
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