+1,408.0%
SRE vs HST
+350.8%
+1,057.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -9.2% | -2.7% | -6.5% | -8.6% |
| 30D | -1.9% | +10.7% | -12.6% | -4.1% |
| 3M | -6.5% | +6.3% | -12.8% | -7.9% |
| 6M | -15.2% | +19.0% | -34.2% | -18.7% |
| YTD | -9.5% | +47.0% | -56.5% | -17.2% |
| 1Y | -13.2% | +53.4% | -66.7% | -21.4% |
| 3Y | +19.5% | +78.0% | -58.5% | +3.7% |
| 5Y | +43.6% | +71.7% | -28.1% | +23.0% |
| 10Y | +109.9% | +146.2% | -36.3% | +58.4% |
| All | +1,408.0% | +350.8% | +1,057.2% | +812.0% |
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 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