+109.7%
HAL vs SRE
+51.2%
+58.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.6% |
| 7D | +0.5% | +1.4% | -1.0% | -0.3% |
| 30D | +15.9% | +1.9% | +14.0% | +14.5% |
| 3M | -8.7% | -3.3% | -5.4% | -7.5% |
| 6M | +9.0% | -6.4% | +15.5% | +11.9% |
| YTD | +32.0% | -1.8% | +33.8% | +31.7% |
| 1Y | +72.5% | +10.7% | +61.7% | +60.8% |
| 3Y | -4.5% | +31.8% | -36.3% | -24.6% |
| 5Y | +109.7% | +49.2% | +60.5% | +50.7% |
| All | +109.7% | +51.2% | +58.5% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling