+499.2%
THC vs SONY
+543.6%
-44.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | -0.7% | -1.2% | +0.5% | -0.3% |
| 30D | +1.3% | +9.4% | -8.2% | -1.5% |
| 3M | +64.2% | +10.5% | +53.8% | +59.1% |
| 6M | +8.3% | +11.7% | -3.4% | +4.3% |
| YTD | +33.4% | -4.1% | +37.4% | +34.1% |
| 1Y | +37.7% | -11.8% | +49.5% | +41.5% |
| 3Y | +236.8% | +45.9% | +190.9% | +193.9% |
| 5Y | +249.3% | +16.3% | +233.0% | +224.5% |
| 10Y | +995.2% | +297.6% | +697.6% | +623.3% |
| All | +499.2% | +543.6% | -44.4% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling