+1,412.0%
SRE vs HST
+374.8%
+1,037.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | -8.2% | +0.6% | -8.8% | -8.3% |
| 30D | -3.6% | +14.5% | -18.1% | -6.5% |
| 3M | -6.3% | +15.4% | -21.7% | -9.2% |
| 6M | -13.0% | +22.0% | -35.0% | -17.0% |
| YTD | -9.2% | +54.9% | -64.1% | -17.9% |
| 1Y | -13.1% | +54.0% | -67.1% | -21.4% |
| 3Y | +22.4% | +90.4% | -68.0% | +4.7% |
| 5Y | +47.1% | +84.2% | -37.1% | +24.1% |
| 10Y | +121.0% | +144.6% | -23.6% | +66.8% |
| All | +1,412.0% | +374.8% | +1,037.3% | +804.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling