+578.2%
SRE vs HBM
+654.2%
-76.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +1.2% |
| 7D | +1.4% | +7.3% | -5.9% | +0.8% |
| 30D | +1.9% | +5.0% | -3.1% | +1.3% |
| 3M | -3.3% | +11.1% | -14.4% | -4.7% |
| 6M | -6.4% | +30.2% | -36.6% | -9.7% |
| YTD | -1.8% | +46.2% | -48.0% | -6.6% |
| 1Y | +10.7% | +120.0% | -109.2% | +1.1% |
| 3Y | +31.8% | +527.3% | -495.5% | +6.9% |
| 5Y | +49.2% | +400.3% | -351.1% | +20.4% |
| 10Y | +118.5% | +621.3% | -502.8% | +54.7% |
| All | +578.2% | +654.2% | -76.0% | +294.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling