+5.6%
HD vs SRE
+31.9%
-26.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.1% |
| 7D | -2.1% | -0.3% | -1.7% | -2.0% |
| 30D | -8.4% | -0.7% | -7.7% | -8.4% |
| 3M | +4.3% | -6.3% | +10.7% | +5.7% |
| 6M | -11.1% | -10.7% | -0.5% | -9.1% |
| YTD | -4.7% | -3.5% | -1.2% | -4.3% |
| 1Y | -19.8% | +5.3% | -25.1% | -21.1% |
| All | +5.6% | +31.9% | -26.3% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling