+1,773.8%
HWM vs SONY
+309.9%
+1,463.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | -2.1% | -1.2% | -0.9% | -1.6% |
| 30D | -11.0% | +9.4% | -20.4% | -14.3% |
| 3M | +4.0% | +10.5% | -6.4% | -0.9% |
| 6M | -0.2% | +11.7% | -11.9% | -5.9% |
| YTD | +26.7% | -4.1% | +30.7% | +27.4% |
| 1Y | +44.7% | -11.8% | +56.5% | +50.1% |
| 3Y | +426.1% | +45.9% | +380.2% | +323.9% |
| 5Y | +738.5% | +16.3% | +722.2% | +631.2% |
| All | +1,773.8% | +309.9% | +1,463.9% | +875.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling