+19.5%
SRE vs HAS
+181.4%
-161.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -9.2% | -0.2% | -9.0% | -9.2% |
| 30D | -1.9% | +31.0% | -32.9% | -5.2% |
| 3M | -6.5% | +30.7% | -37.2% | -9.7% |
| 6M | -15.2% | +23.9% | -39.2% | -17.6% |
| YTD | -9.5% | +48.3% | -57.8% | -14.6% |
| 1Y | -13.2% | +60.2% | -73.4% | -19.2% |
| 3Y | +19.5% | +189.2% | -169.7% | -3.5% |
| All | +19.5% | +181.4% | -161.9% | -3.5% |
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