+1,364.7%
SRE vs HDB
+3,812.1%
-2,447.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -0.3% | +0.4% | -0.8% | -0.4% |
| 30D | -0.7% | -2.8% | +2.1% | -0.2% |
| 3M | -6.3% | -3.5% | -2.8% | -5.9% |
| 6M | -10.7% | -24.7% | +14.1% | -5.8% |
| YTD | -3.5% | -36.6% | +33.1% | +5.4% |
| 1Y | +5.3% | -34.4% | +39.7% | +14.0% |
| 3Y | +31.8% | -24.4% | +56.2% | +36.9% |
| 5Y | +47.4% | -35.4% | +82.7% | +55.8% |
| 10Y | +120.6% | +39.5% | +81.0% | +92.7% |
| All | +1,364.7% | +3,812.1% | -2,447.4% | +706.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling