-2.6%
HD vs SRE
-11.2%
+8.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +1.5% | +1.8% | -0.2% | +1.2% |
| 30D | +18.0% | -3.0% | +21.0% | +18.5% |
| 3M | +2.8% | -7.3% | +10.1% | +3.9% |
| 6M | +17.0% | -11.9% | +28.9% | +19.7% |
| YTD | +3.5% | -7.9% | +11.4% | +3.7% |
| 1Y | -2.6% | -11.1% | +8.6% | -1.4% |
| All | -2.6% | -11.2% | +8.6% | -1.4% |
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