-13.4%
SRE vs HST
+47.4%
-60.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -9.2% | -2.7% | -6.5% | -8.8% |
| 30D | -1.9% | +10.7% | -12.6% | -2.5% |
| 3M | -6.5% | +6.3% | -12.8% | -6.8% |
| 6M | -15.2% | +19.0% | -34.2% | -16.9% |
| YTD | -9.5% | +47.0% | -56.5% | -15.2% |
| All | -13.4% | +47.4% | -60.8% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling