-16.3%
SOUN vs HBM
+327.9%
-344.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.5% | +4.4% | -0.4% |
| 7D | -6.8% | -3.7% | -3.1% | -5.7% |
| 30D | -15.2% | -3.7% | -11.6% | -14.5% |
| 3M | -7.0% | +8.0% | -15.0% | -10.4% |
| 6M | -20.5% | +15.8% | -36.3% | -26.1% |
| YTD | -37.0% | +34.4% | -71.4% | -44.8% |
| 1Y | -55.3% | +98.2% | -153.5% | -65.7% |
| 3Y | +173.0% | +476.6% | -303.5% | +63.7% |
| All | -16.3% | +327.9% | -344.2% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling