+188.0%
SOUN vs HBM
+506.5%
-318.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.0% |
| 7D | -4.4% | +5.5% | -9.9% | -7.4% |
| 30D | -13.1% | +3.3% | -16.4% | -15.3% |
| 3M | -7.7% | +12.7% | -20.3% | -15.3% |
| 6M | -21.2% | +28.2% | -49.4% | -34.9% |
| YTD | -35.0% | +45.3% | -80.3% | -51.6% |
| 1Y | -56.4% | +121.7% | -178.1% | -75.5% |
| All | +188.0% | +506.5% | -318.5% | -30.1% |
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