+1,535.1%
SRE vs HSY
+824.5%
+710.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.4% | -1.6% | +3.0% | +2.0% |
| 30D | +1.9% | -4.2% | +6.1% | +3.4% |
| 3M | -3.3% | -0.7% | -2.6% | -3.4% |
| 6M | -6.4% | -21.8% | +15.4% | +1.1% |
| YTD | -1.8% | -2.7% | +0.8% | -2.0% |
| 1Y | +10.7% | -4.8% | +15.6% | +11.0% |
| 3Y | +31.8% | -9.4% | +41.2% | +31.8% |
| 5Y | +49.2% | +11.3% | +37.9% | +38.0% |
| 10Y | +118.5% | +125.0% | -6.5% | +58.7% |
| All | +1,535.1% | +824.5% | +710.6% | +611.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling