-16.5%
SOUN vs HBM
+325.8%
-342.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -7.1% | -3.3% | -3.8% | -6.2% |
| 30D | -15.4% | -4.8% | -10.6% | -14.3% |
| 3M | -10.6% | -0.4% | -10.1% | -11.3% |
| 6M | -19.6% | +17.9% | -37.5% | -25.7% |
| YTD | -37.2% | +33.7% | -70.9% | -44.9% |
| 1Y | -57.1% | +95.6% | -152.7% | -66.9% |
| 3Y | +178.2% | +458.1% | -279.9% | +67.1% |
| All | -16.5% | +325.8% | -342.4% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling