+120.0%
SRE vs HDB
+32.9%
+87.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -0.7% | -6.2% | +5.5% | +0.9% |
| 30D | -1.7% | -6.2% | +4.5% | -0.2% |
| 3M | -7.1% | -5.9% | -1.2% | -6.1% |
| 6M | -8.4% | -25.9% | +17.5% | -2.0% |
| YTD | -3.5% | -40.2% | +36.7% | +8.9% |
| 1Y | +5.4% | -38.0% | +43.4% | +17.7% |
| 3Y | +29.5% | -30.5% | +60.0% | +38.3% |
| 5Y | +48.3% | -38.1% | +86.4% | +61.0% |
| All | +120.0% | +32.9% | +87.0% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling