+247.2%
HD vs SRE
+117.6%
+129.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +5.2% | -8.2% | +13.4% | +8.6% |
| 30D | +20.7% | -3.6% | +24.4% | +22.3% |
| 3M | +0.8% | -6.3% | +7.1% | +2.9% |
| 6M | +12.2% | -13.0% | +25.2% | +17.7% |
| YTD | +4.2% | -9.2% | +13.4% | +7.2% |
| 1Y | -2.6% | -13.1% | +10.6% | +1.9% |
| 3Y | +30.0% | +22.4% | +7.6% | +14.1% |
| 5Y | +8.1% | +47.1% | -39.0% | -13.3% |
| 10Y | +247.2% | +121.0% | +126.2% | +153.8% |
| All | +247.2% | +117.6% | +129.5% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling