+839.8%
HON vs SRE
+1,553.2%
-713.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | -0.8% | +1.4% | -2.3% | -1.5% |
| 30D | -15.2% | +1.9% | -17.1% | -16.0% |
| 3M | -6.0% | -3.3% | -2.7% | -4.9% |
| 6M | -14.9% | -6.4% | -8.5% | -12.9% |
| YTD | +3.2% | -1.8% | +5.0% | +3.3% |
| 1Y | 0.0% | +10.7% | -10.7% | -5.4% |
| 3Y | +21.5% | +31.8% | -10.3% | +3.3% |
| 5Y | +4.0% | +49.2% | -45.2% | -17.3% |
| 10Y | +138.4% | +118.5% | +19.8% | +53.8% |
| All | +839.8% | +1,553.2% | -713.4% | +167.3% |
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