+75.4%
SOUN vs HBM
+424.8%
-349.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -2.5% |
| 7D | -15.1% | +2.2% | -17.3% | -16.3% |
| 30D | -23.0% | -11.8% | -11.2% | -18.3% |
| 3M | -53.3% | -19.2% | -34.1% | -48.7% |
| 6M | -58.6% | -22.9% | -35.7% | -54.3% |
| YTD | -65.0% | +7.8% | -72.8% | -69.7% |
| 1Y | -71.4% | +34.9% | -106.4% | -78.6% |
| 3Y | +75.4% | +422.2% | -346.8% | -52.1% |
| All | +75.4% | +424.8% | -349.4% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling