+127.7%
HAL vs SRE
+1,428.8%
-1,301.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -6.5% | -8.2% | +1.7% | -1.7% |
| 30D | -2.1% | -3.6% | +1.5% | 0.0% |
| 3M | -4.9% | -6.3% | +1.4% | -1.7% |
| 6M | -19.3% | -13.0% | -6.3% | -13.2% |
| YTD | +14.3% | -9.2% | +23.5% | +19.2% |
| 1Y | +17.3% | -13.1% | +30.4% | +25.4% |
| 3Y | -10.9% | +22.4% | -33.3% | -25.3% |
| 5Y | +47.4% | +47.1% | +0.3% | +10.5% |
| 10Y | -20.8% | +121.0% | -141.8% | -53.4% |
| All | +127.7% | +1,428.8% | -1,301.0% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling