+36.3%
HBAN vs SRE
+45.6%
-9.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | -5.6% | -3.0% | -2.6% | -4.5% |
| 3M | -1.1% | -8.3% | +7.2% | +2.5% |
| 6M | +9.9% | -8.9% | +18.8% | +14.1% |
| YTD | -0.9% | -4.3% | +3.3% | -0.2% |
| 1Y | -1.4% | +2.7% | -4.1% | -4.5% |
| 3Y | +78.2% | +28.7% | +49.5% | +47.7% |
| All | +36.3% | +45.6% | -9.3% | +2.3% |
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