+1,644.1%
THC vs SONY
+373.2%
+1,270.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.0% |
| 7D | +1.0% | +0.3% | +0.7% | +0.8% |
| 30D | +5.3% | +11.1% | -5.8% | -0.1% |
| 3M | +7.1% | +14.7% | -7.5% | 0.0% |
| 6M | +46.0% | +18.8% | +27.3% | +33.3% |
| YTD | +43.9% | +5.7% | +38.2% | +38.2% |
| 1Y | +45.4% | -8.1% | +53.5% | +49.4% |
| 3Y | +421.3% | +64.0% | +357.3% | +286.0% |
| 5Y | +261.5% | +12.6% | +248.8% | +215.9% |
| All | +1,644.1% | +373.2% | +1,270.9% | +811.4% |
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