+1,507.7%
SRE vs HRB
+1,027.5%
+480.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.2% |
| 7D | -0.3% | -5.7% | +5.3% | +0.9% |
| 30D | -0.7% | +7.9% | -8.6% | -2.7% |
| 3M | -6.3% | +32.1% | -38.4% | -12.3% |
| 6M | -10.7% | +62.2% | -72.9% | -21.0% |
| YTD | -3.5% | +16.4% | -19.9% | -8.6% |
| 1Y | +5.3% | -0.3% | +5.6% | +2.9% |
| 3Y | +31.8% | +36.0% | -4.2% | +18.3% |
| 5Y | +47.4% | +125.2% | -77.8% | +15.6% |
| 10Y | +120.6% | +237.7% | -117.1% | +47.4% |
| All | +1,507.7% | +1,027.5% | +480.3% | +705.5% |
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