+340.8%
HPE vs SRE
+46.9%
+293.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.2% | -5.1% | -5.8% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | +1.5% | -1.7% | +3.3% | +2.1% |
| 3M | +21.7% | -7.1% | +28.8% | +24.6% |
| 6M | +164.2% | -8.4% | +172.5% | +171.1% |
| YTD | +132.1% | -3.5% | +135.6% | +133.5% |
| 1Y | +130.6% | +5.4% | +125.3% | +124.0% |
| 3Y | +244.1% | +29.5% | +214.6% | +197.0% |
| 5Y | +340.8% | +48.3% | +292.5% | +264.0% |
| All | +340.8% | +46.9% | +293.9% | +264.0% |
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