+123.6%
HOOD vs SRE
+40.6%
+83.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.6% |
| 7D | -3.8% | +1.8% | -5.5% | -4.6% |
| 30D | -23.0% | -3.0% | -20.0% | -21.9% |
| 3M | -21.6% | -7.3% | -14.4% | -19.5% |
| 6M | +1.4% | -11.9% | +13.3% | +6.3% |
| YTD | -31.2% | -7.9% | -23.3% | -30.3% |
| 1Y | -35.9% | -11.1% | -24.8% | -33.7% |
| 3Y | +836.9% | +24.8% | +812.1% | +694.5% |
| 5Y | +121.1% | +52.4% | +68.8% | +125.2% |
| All | +123.6% | +40.6% | +83.0% | +123.2% |
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 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