+41.1%
HPQ vs SRE
+46.9%
-5.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +3.5% | -0.7% | +4.2% | +3.7% |
| 30D | +13.7% | -1.7% | +15.4% | +14.1% |
| 3M | +33.9% | -7.1% | +40.9% | +36.8% |
| 6M | +80.9% | -8.4% | +89.3% | +85.2% |
| YTD | +52.6% | -3.5% | +56.1% | +53.1% |
| 1Y | +21.2% | +5.4% | +15.9% | +17.7% |
| 3Y | +26.9% | +29.5% | -2.6% | +9.4% |
| 5Y | +41.1% | +48.3% | -7.2% | +18.3% |
| All | +41.1% | +46.9% | -5.8% | +18.3% |
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