+8.9%
SRE vs HST
+37.9%
-29.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | +0.8% | -2.8% | +3.6% | +1.1% |
| 3M | -5.8% | -6.5% | +0.7% | -5.3% |
| 6M | -7.8% | +20.7% | -28.5% | -11.2% |
| YTD | -2.4% | +30.5% | -32.8% | -7.7% |
| 1Y | +8.9% | +36.8% | -27.9% | +3.9% |
| All | +8.9% | +37.9% | -29.0% | +3.9% |
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