+1.9%
HON vs SRE
+46.9%
-45.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.9% |
| 7D | -2.6% | -0.7% | -2.0% | -2.4% |
| 30D | -11.9% | -1.7% | -10.1% | -11.4% |
| 3M | -6.1% | -7.1% | +1.0% | -3.8% |
| 6M | -19.2% | -8.4% | -10.8% | -17.0% |
| YTD | +0.2% | -3.5% | +3.7% | +0.9% |
| 1Y | -1.5% | +5.4% | -6.9% | -4.2% |
| 3Y | +17.9% | +29.5% | -11.6% | +0.6% |
| 5Y | +1.9% | +48.3% | -46.4% | -19.2% |
| All | +1.9% | +46.9% | -45.0% | -19.2% |
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 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