+135.8%
HOOD vs SRE
+46.2%
+89.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -5.1% | -8.2% | +3.1% | -0.8% |
| 30D | -25.4% | -3.6% | -21.8% | -24.0% |
| 3M | -14.0% | -6.3% | -7.7% | -11.9% |
| 6M | +5.6% | -13.0% | +18.6% | +11.9% |
| YTD | -28.1% | -9.2% | -18.9% | -26.5% |
| 1Y | -40.1% | -13.1% | -27.0% | -37.1% |
| 3Y | +888.2% | +22.4% | +865.8% | +721.3% |
| 5Y | +135.8% | +47.1% | +88.7% | +105.7% |
| All | +135.8% | +46.2% | +89.6% | +105.7% |
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