-36.1%
HOOD vs SRE
-7.5%
-28.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +1.0% |
| 7D | -4.4% | -2.1% | -2.3% | -5.1% |
| 30D | -23.4% | +6.1% | -29.5% | -21.8% |
| 3M | -6.5% | -3.5% | -3.0% | -7.6% |
| 6M | +14.2% | -10.8% | +25.0% | +12.7% |
| YTD | -22.7% | -4.0% | -18.7% | -25.7% |
| 1Y | -36.1% | -7.7% | -28.4% | -36.5% |
| All | -36.1% | -7.5% | -28.6% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling