+1,434.4%
SRE vs HIG
+359.0%
+1,075.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +1.8% | +2.6% | -0.9% | +1.4% |
| 30D | -3.0% | +4.2% | -7.2% | -3.6% |
| 3M | -7.3% | +0.2% | -7.5% | -7.3% |
| 6M | -11.9% | +4.6% | -16.5% | -12.5% |
| YTD | -7.9% | +1.1% | -9.0% | -8.2% |
| 1Y | -11.1% | +4.7% | -15.8% | -11.9% |
| 3Y | +24.8% | +95.5% | -70.7% | +13.7% |
| 5Y | +52.4% | +111.7% | -59.3% | +37.0% |
| 10Y | +127.9% | +263.4% | -135.6% | +88.0% |
| All | +1,434.4% | +359.0% | +1,075.4% | +920.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling