-7.7%
SRE vs HAS
+66.3%
-74.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -5.9% | -3.0% |
| 7D | -2.1% | +2.4% | -4.5% | -2.2% |
| 30D | +6.1% | +31.6% | -25.5% | +4.6% |
| 3M | -3.5% | +33.9% | -37.4% | -4.9% |
| 6M | -10.8% | +31.4% | -42.2% | -11.9% |
| YTD | -4.0% | +51.6% | -55.6% | -5.4% |
| 1Y | -7.7% | +65.2% | -72.8% | -9.7% |
| All | -7.7% | +66.3% | -74.0% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1y: compounded portfolio wealth divided by compounded HAS 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…
1y analysis · Full analysis span regression · 6 months rolling