+31.2%
SRE vs HBM
+506.5%
-475.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +1.5% | +5.5% | -4.1% | +1.2% |
| 30D | +0.8% | +3.3% | -2.5% | +0.6% |
| 3M | -5.8% | +12.7% | -18.4% | -6.7% |
| 6M | -7.8% | +28.2% | -36.0% | -10.2% |
| YTD | -2.4% | +45.3% | -47.7% | -6.4% |
| 1Y | +8.9% | +121.7% | -112.8% | -0.4% |
| All | +31.2% | +506.5% | -475.3% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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