-2.6%
HD vs SRE
-14.1%
+11.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +5.2% | -8.2% | +13.4% | +6.8% |
| 30D | +20.7% | -3.6% | +24.4% | +21.4% |
| 3M | +0.8% | -6.3% | +7.1% | +1.5% |
| 6M | +12.2% | -13.0% | +25.2% | +15.2% |
| YTD | +4.2% | -9.2% | +13.4% | +4.6% |
| 1Y | -2.6% | -13.1% | +10.6% | -1.1% |
| All | -2.6% | -14.1% | +11.5% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling