+48.3%
SRE vs HSY
+12.8%
+35.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -1.7% | -3.4% | +1.7% | -0.9% |
| 3M | -7.1% | -0.5% | -6.6% | -7.2% |
| 6M | -8.4% | -19.1% | +10.8% | -3.4% |
| YTD | -3.5% | -2.1% | -1.4% | -4.0% |
| 1Y | +5.4% | -3.2% | +8.6% | +5.0% |
| 3Y | +29.5% | -8.8% | +38.3% | +31.2% |
| 5Y | +48.3% | +13.0% | +35.4% | +26.4% |
| All | +48.3% | +12.8% | +35.5% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling