+398.8%
HL vs SRE
+29.3%
+369.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -5.6% | -0.7% | -4.9% | -5.4% |
| 30D | +12.7% | -1.7% | +14.5% | +13.1% |
| 3M | +42.5% | -7.1% | +49.6% | +45.7% |
| 6M | -9.0% | -8.4% | -0.6% | -6.7% |
| YTD | +4.4% | -3.5% | +7.9% | +4.6% |
| 1Y | +82.7% | +5.4% | +77.3% | +76.4% |
| All | +398.8% | +29.3% | +369.5% | +258.0% |
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