+645.2%
HWM vs SONY
+9.8%
+635.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -8.0% | -4.9% | -3.1% | -6.2% |
| 30D | -18.0% | -1.6% | -16.4% | -17.4% |
| 3M | -9.5% | +10.0% | -19.5% | -12.8% |
| 6M | -8.4% | +8.4% | -16.8% | -11.8% |
| YTD | +13.6% | -8.4% | +22.1% | +16.6% |
| 1Y | +30.2% | -18.4% | +48.6% | +39.2% |
| 3Y | +392.2% | +41.0% | +351.3% | +312.6% |
| 5Y | +645.2% | +9.3% | +635.9% | +581.7% |
| All | +645.2% | +9.8% | +635.4% | +581.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling