+72.8%
HCA vs SRE
+45.6%
+27.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.6% |
| 7D | +5.4% | -0.8% | +6.3% | +5.6% |
| 30D | +3.0% | -3.0% | +6.0% | +3.7% |
| 3M | +13.0% | -8.3% | +21.3% | +15.7% |
| 6M | -20.3% | -8.9% | -11.3% | -18.3% |
| YTD | -8.2% | -4.3% | -4.0% | -7.5% |
| 1Y | +6.7% | +2.7% | +4.0% | +5.1% |
| 3Y | +60.4% | +28.7% | +31.7% | +36.9% |
| All | +72.8% | +45.6% | +27.2% | +40.6% |
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