+634.9%
HLT vs SRE
+183.3%
+451.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -5.0% | -3.0% | -2.0% | -4.1% |
| 3M | -10.4% | -8.3% | -2.1% | -7.8% |
| 6M | +3.2% | -8.9% | +12.2% | +6.2% |
| YTD | +6.7% | -4.3% | +11.0% | +7.7% |
| 1Y | +10.3% | +2.7% | +7.5% | +8.1% |
| 3Y | +99.3% | +28.7% | +70.7% | +74.6% |
| 5Y | +143.7% | +47.1% | +96.5% | +100.7% |
| 10Y | +584.7% | +121.7% | +463.0% | +389.6% |
| All | +634.9% | +183.3% | +451.6% | +401.7% |
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