+116.7%
SRE vs HAS
+106.1%
+10.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -8.4% | +2.2% | -10.5% | -8.8% |
| 30D | -3.2% | +29.6% | -32.7% | -8.4% |
| 3M | -5.3% | +30.3% | -35.6% | -10.7% |
| 6M | -12.6% | +25.6% | -38.2% | -17.2% |
| YTD | -8.8% | +50.8% | -59.6% | -17.4% |
| 1Y | -13.4% | +63.0% | -76.4% | -23.1% |
| 3Y | +24.4% | +211.6% | -187.2% | -7.3% |
| 5Y | +47.3% | +50.4% | -3.1% | +28.7% |
| 10Y | +116.7% | +101.9% | +14.8% | +65.0% |
| All | +116.7% | +106.1% | +10.6% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling