+325.6%
HL vs SRE
+1,553.2%
-1,227.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.8% |
| 7D | +7.1% | +1.4% | +5.6% | +6.4% |
| 30D | +21.4% | +1.9% | +19.6% | +19.9% |
| 3M | +37.4% | -3.3% | +40.7% | +38.7% |
| 6M | +0.4% | -6.4% | +6.8% | +2.5% |
| YTD | +6.7% | -1.8% | +8.5% | +6.2% |
| 1Y | +102.4% | +10.7% | +91.6% | +90.6% |
| 3Y | +417.4% | +31.8% | +385.6% | +338.6% |
| 5Y | +243.3% | +49.2% | +194.1% | +176.0% |
| 10Y | +242.6% | +118.5% | +124.0% | +123.7% |
| All | +325.6% | +1,553.2% | -1,227.5% | +68.3% |
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