+1,434.4%
SRE vs HRB
+1,049.3%
+385.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | +1.8% | -5.1% | +6.8% | +2.8% |
| 30D | -3.0% | +8.7% | -11.7% | -4.8% |
| 3M | -7.3% | -5.4% | -1.9% | -6.6% |
| 6M | -11.9% | +41.6% | -53.5% | -19.2% |
| YTD | -7.9% | +18.7% | -26.5% | -13.4% |
| 1Y | -11.1% | +16.4% | -27.6% | -16.3% |
| 3Y | +24.8% | +22.0% | +2.8% | +14.6% |
| 5Y | +52.4% | +141.2% | -88.8% | +17.5% |
| 10Y | +127.9% | +223.1% | -95.3% | +53.4% |
| All | +1,434.4% | +1,049.3% | +385.1% | +663.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling