+244.5%
THC vs SONY
+11.4%
+233.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -0.3% |
| 7D | -2.6% | -5.2% | +2.6% | -0.2% |
| 30D | -1.2% | +0.3% | -1.5% | -1.4% |
| 3M | +58.9% | +6.2% | +52.7% | +54.0% |
| 6M | +9.3% | +9.5% | -0.2% | +3.9% |
| YTD | +30.4% | -8.1% | +38.5% | +34.3% |
| 1Y | +34.6% | -17.9% | +52.5% | +45.6% |
| 3Y | +246.7% | +41.5% | +205.2% | +171.7% |
| 5Y | +244.5% | +11.8% | +232.7% | +188.8% |
| All | +244.5% | +11.4% | +233.2% | +188.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling