+24.8%
SRE vs HAS
+212.5%
-187.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +1.8% | +1.4% | +0.4% | +1.6% |
| 30D | -3.0% | +26.3% | -29.3% | -5.8% |
| 3M | -7.3% | +25.6% | -32.9% | -9.9% |
| 6M | -11.9% | +30.3% | -42.1% | -14.9% |
| YTD | -7.9% | +50.4% | -58.2% | -13.2% |
| 1Y | -11.1% | +57.7% | -68.9% | -16.9% |
| 3Y | +24.8% | +213.4% | -188.6% | +0.5% |
| All | +24.8% | +212.5% | -187.7% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling