+48.3%
SRE vs HBM
+336.0%
-287.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.5% | +6.3% | -0.6% |
| 7D | -0.7% | -3.7% | +3.1% | -0.4% |
| 30D | -1.7% | -3.7% | +1.9% | -1.6% |
| 3M | -7.1% | +8.0% | -15.1% | -8.2% |
| 6M | -8.4% | +15.8% | -24.1% | -10.8% |
| YTD | -3.5% | +34.4% | -37.9% | -8.0% |
| 1Y | +5.4% | +98.2% | -92.8% | -4.1% |
| 3Y | +29.5% | +476.6% | -447.1% | +0.3% |
| 5Y | +48.3% | +331.1% | -282.8% | +15.6% |
| All | +48.3% | +336.0% | -287.7% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling