+127.4%
SRE vs HAS
+56.6%
+70.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.2% |
| 7D | +1.4% | -3.1% | +4.5% | +2.1% |
| 30D | +1.9% | -2.7% | +4.6% | +2.4% |
| 3M | -3.3% | +8.9% | -12.2% | -5.3% |
| 6M | -6.4% | -2.9% | -3.5% | -6.5% |
| YTD | -1.8% | +12.6% | -14.5% | -5.3% |
| 1Y | +10.7% | +17.5% | -6.7% | +5.6% |
| 3Y | +31.8% | +46.2% | -14.4% | +16.8% |
| 5Y | +49.2% | +12.6% | +36.6% | +38.6% |
| All | +127.4% | +56.6% | +70.8% | +81.2% |
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