+118.2%
SRE vs HSY
+128.6%
-10.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -3.0% | -5.2% | +2.2% | -1.0% |
| 3M | -8.3% | -3.4% | -4.9% | -7.5% |
| 6M | -8.9% | -19.2% | +10.3% | -1.6% |
| YTD | -4.3% | -2.6% | -1.6% | -4.7% |
| 1Y | +2.7% | -3.8% | +6.5% | +2.3% |
| 3Y | +28.7% | -10.6% | +39.3% | +29.7% |
| 5Y | +47.1% | +12.3% | +34.8% | +29.8% |
| All | +118.2% | +128.6% | -10.4% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling