+28.7%
SRE vs HRB
+25.9%
+2.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -0.8% | -8.0% | +7.2% | -0.5% |
| 30D | -3.0% | -16.0% | +13.0% | -2.4% |
| 3M | -8.3% | +26.9% | -35.2% | -9.6% |
| 6M | -8.9% | +51.1% | -60.0% | -11.3% |
| YTD | -4.3% | +7.1% | -11.3% | -2.5% |
| 1Y | +2.7% | -9.6% | +12.3% | +7.4% |
| 3Y | +28.7% | +25.4% | +3.3% | +25.2% |
| All | +28.7% | +25.9% | +2.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 3y: compounded portfolio wealth divided by compounded HRB 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…
3y analysis · Full analysis span regression · 6 months rolling