+1,507.7%
SRE vs HAS
+628.9%
+878.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -0.3% | -1.8% | +1.5% | 0.0% |
| 30D | -0.7% | +2.3% | -3.0% | -1.2% |
| 3M | -6.3% | +10.4% | -16.7% | -8.3% |
| 6M | -10.7% | -3.2% | -7.4% | -10.6% |
| YTD | -3.5% | +15.4% | -18.9% | -6.8% |
| 1Y | +5.3% | +18.8% | -13.5% | +0.9% |
| 3Y | +31.8% | +43.9% | -12.2% | +19.3% |
| 5Y | +47.4% | +13.9% | +33.5% | +37.3% |
| 10Y | +120.6% | +56.4% | +64.1% | +84.8% |
| All | +1,507.7% | +628.9% | +878.8% | +860.3% |
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