+231.1%
HOOD vs SRE
+49.0%
+182.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | +7.7% | +1.5% | +6.3% | +7.1% |
| 30D | +22.0% | +0.8% | +21.1% | +20.5% |
| 3M | +37.6% | -5.8% | +43.4% | +40.2% |
| 6M | +45.3% | -7.8% | +53.1% | +48.8% |
| YTD | +1.9% | -2.4% | +4.3% | +0.6% |
| 1Y | -2.7% | +8.9% | -11.6% | -10.1% |
| 3Y | +973.4% | +31.1% | +942.3% | +791.3% |
| 5Y | +179.3% | +48.6% | +130.6% | +142.9% |
| All | +231.1% | +49.0% | +182.0% | +221.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling