+1,520.0%
HWM vs SONY
+342.1%
+1,178.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.6% |
| 7D | +5.0% | +2.1% | +2.9% | +3.8% |
| 30D | +1.5% | +9.2% | -7.7% | -2.7% |
| 3M | -20.3% | +12.2% | -32.5% | -24.4% |
| 6M | -18.0% | +24.4% | -42.5% | -26.3% |
| YTD | +9.5% | +3.5% | +6.0% | +6.2% |
| 1Y | +7.5% | -9.2% | +16.6% | +10.1% |
| 3Y | +355.7% | +55.6% | +300.1% | +257.1% |
| 5Y | +610.2% | +12.0% | +598.2% | +532.2% |
| 10Y | +1,516.8% | +363.7% | +1,153.1% | +722.7% |
| All | +1,520.0% | +342.1% | +1,178.0% | +713.5% |
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