+1,907.0%
HD vs SRE
+1,525.5%
+381.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.2% |
| 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% | +6.5% |
| 6M | -11.1% | -10.7% | -0.5% | -7.8% |
| YTD | -4.7% | -3.5% | -1.2% | -4.0% |
| 1Y | -19.8% | +5.3% | -25.1% | -22.1% |
| 3Y | +4.1% | +31.8% | -27.7% | -9.6% |
| 5Y | +10.3% | +47.4% | -37.0% | -9.1% |
| 10Y | +203.2% | +120.6% | +82.6% | +107.8% |
| All | +1,907.0% | +1,525.5% | +381.5% | +638.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling