+48.7%
SRE vs HST
+74.0%
-25.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | -0.7% | -12.3% | +11.5% | +2.1% |
| 3M | -6.3% | -6.4% | +0.1% | -5.2% |
| 6M | -10.7% | +15.0% | -25.7% | -14.0% |
| YTD | -3.5% | +30.5% | -34.0% | -10.0% |
| 1Y | +5.3% | +35.7% | -30.4% | -2.9% |
| 3Y | +31.8% | +68.4% | -36.6% | +13.9% |
| All | +48.7% | +74.0% | -25.3% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling