+1,039.2%
THC vs SONY
+276.5%
+762.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +4.1% | -4.9% | +9.0% | +6.6% |
| 30D | +3.5% | -1.6% | +5.1% | +4.2% |
| 3M | +61.7% | +10.0% | +51.8% | +54.0% |
| 6M | +11.8% | +8.4% | +3.4% | +6.6% |
| YTD | +35.4% | -8.4% | +43.8% | +39.6% |
| 1Y | +37.0% | -18.4% | +55.4% | +48.6% |
| 3Y | +260.1% | +41.0% | +219.1% | +185.9% |
| 5Y | +262.6% | +9.3% | +253.3% | +220.5% |
| 10Y | +1,039.2% | +281.7% | +757.5% | +524.2% |
| All | +1,039.2% | +276.5% | +762.7% | +524.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling