+49.4%
SRE vs HDB
-37.6%
+87.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.1% |
| 7D | +1.4% | -2.0% | +3.5% | +1.7% |
| 30D | +1.9% | -4.9% | +6.8% | +2.6% |
| 3M | -3.3% | -2.3% | -1.0% | -3.2% |
| 6M | -6.4% | -23.7% | +17.3% | -2.9% |
| YTD | -1.8% | -38.5% | +36.7% | +5.4% |
| 1Y | +10.7% | -36.5% | +47.2% | +18.3% |
| 3Y | +31.8% | -28.5% | +60.2% | +37.2% |
| All | +49.4% | -37.6% | +87.0% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling