+228.7%
HL vs SRE
+45.6%
+183.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -4.4% | -0.8% | -3.5% | -4.0% |
| 30D | +9.3% | -3.0% | +12.3% | +10.4% |
| 3M | +32.0% | -8.3% | +40.3% | +36.8% |
| 6M | -6.4% | -8.9% | +2.5% | -3.1% |
| YTD | +3.1% | -4.3% | +7.4% | +3.7% |
| 1Y | +77.6% | +2.7% | +74.8% | +71.6% |
| 3Y | +392.8% | +28.7% | +364.2% | +280.8% |
| All | +228.7% | +45.6% | +183.1% | +159.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling