-16.8%
HAL vs SRE
+120.6%
-137.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | -0.2% | -5.6% | +5.4% | +3.3% |
| 30D | +1.0% | -4.5% | +5.5% | +3.8% |
| 3M | -2.1% | -7.7% | +5.6% | +2.2% |
| 6M | -17.5% | -14.4% | -3.1% | -10.1% |
| YTD | +18.1% | -9.4% | +27.5% | +23.4% |
| 1Y | +19.7% | -13.8% | +33.6% | +28.9% |
| 3Y | -7.9% | +22.2% | -30.1% | -24.8% |
| 5Y | +53.1% | +50.5% | +2.6% | +7.6% |
| 10Y | -16.8% | +124.1% | -140.9% | -38.1% |
| All | -16.8% | +120.6% | -137.3% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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