+243.8%
HPQ vs SRE
+122.3%
+121.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.8% | +9.2% | +8.7% |
| 7D | +9.8% | -0.8% | +10.6% | +10.0% |
| 30D | +22.4% | -3.0% | +25.4% | +23.6% |
| 3M | +45.2% | -8.3% | +53.5% | +49.7% |
| 6M | +96.4% | -8.9% | +105.3% | +102.4% |
| YTD | +65.4% | -4.3% | +69.7% | +66.7% |
| 1Y | +31.6% | +2.7% | +28.8% | +28.6% |
| 3Y | +37.0% | +28.7% | +8.4% | +17.8% |
| 5Y | +53.0% | +47.1% | +5.9% | +22.7% |
| All | +243.8% | +122.3% | +121.5% | +146.2% |
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