+165.0%
HAL vs SRE
+1,525.5%
-1,360.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | +2.9% | -0.3% | +3.3% | +3.0% |
| 30D | +17.0% | -0.7% | +17.8% | +17.2% |
| 3M | -9.7% | -6.3% | -3.3% | -6.7% |
| 6M | +8.6% | -10.7% | +19.3% | +15.1% |
| YTD | +33.0% | -3.5% | +36.5% | +34.0% |
| 1Y | +68.3% | +5.3% | +63.0% | +60.8% |
| 3Y | +0.1% | +31.8% | -31.7% | -19.6% |
| 5Y | +102.6% | +47.4% | +55.3% | +51.9% |
| 10Y | +3.8% | +120.6% | -116.7% | -38.9% |
| All | +165.0% | +1,525.5% | -1,360.5% | -40.5% |
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