-10.1%
SOUN vs HBM
+340.3%
-350.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -5.2% | -6.4% | +1.1% | -3.0% |
| 30D | +4.8% | +5.9% | -1.1% | +2.6% |
| 3M | -15.9% | -8.9% | -6.9% | -13.9% |
| 6M | -17.4% | +10.7% | -28.1% | -22.1% |
| YTD | -32.4% | +38.3% | -70.7% | -41.3% |
| 1Y | -49.3% | +121.3% | -170.6% | -62.4% |
| 3Y | +167.5% | +450.6% | -283.1% | +59.2% |
| All | -10.1% | +340.3% | -350.5% | -37.0% |
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