+48.3%
SRE vs HIG
+118.8%
-70.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.7% | -2.3% | +1.6% | +0.2% |
| 30D | -1.7% | -1.2% | -0.5% | -1.3% |
| 3M | -7.1% | +6.3% | -13.4% | -9.5% |
| 6M | -8.4% | +0.6% | -9.0% | -9.0% |
| YTD | -3.5% | +0.6% | -4.1% | -4.3% |
| 1Y | +5.4% | +6.1% | -0.7% | +2.1% |
| 3Y | +29.5% | +102.0% | -72.5% | -3.3% |
| 5Y | +48.3% | +119.2% | -70.9% | +4.4% |
| All | +48.3% | +118.8% | -70.5% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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