+1,408.0%
SRE vs HAS
+836.7%
+571.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | -6.5% | +30.7% | -37.2% | -11.3% |
| 6M | -15.2% | +23.9% | -39.2% | -19.1% |
| YTD | -9.5% | +48.3% | -57.8% | -16.8% |
| 1Y | -13.2% | +60.2% | -73.4% | -21.5% |
| 3Y | +19.5% | +189.2% | -169.7% | -5.3% |
| 5Y | +43.6% | +50.4% | -6.8% | +26.8% |
| 10Y | +109.9% | +104.2% | +5.7% | +67.0% |
| All | +1,408.0% | +836.7% | +571.3% | +757.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling