-53.5%
SOUN vs HBM
+243.3%
-296.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -2.7% |
| 7D | -15.1% | +2.2% | -17.3% | -15.9% |
| 30D | -23.0% | -11.8% | -11.2% | -19.8% |
| 3M | -53.3% | -19.2% | -34.1% | -50.2% |
| 6M | -58.6% | -22.9% | -35.7% | -55.5% |
| YTD | -65.0% | +7.8% | -72.8% | -67.1% |
| 1Y | -71.4% | +34.9% | -106.4% | -75.2% |
| 3Y | +75.4% | +422.2% | -346.8% | +11.9% |
| All | -53.5% | +243.3% | -296.8% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling