+1,434.4%
SRE vs HSY
+829.9%
+604.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +1.8% | -2.1% | +3.9% | +2.5% |
| 30D | -3.0% | +6.1% | -9.1% | -5.2% |
| 3M | -7.3% | -5.6% | -1.6% | -5.8% |
| 6M | -11.9% | -9.5% | -2.3% | -9.6% |
| YTD | -7.9% | -2.1% | -5.8% | -8.5% |
| 1Y | -11.1% | +0.8% | -11.9% | -12.7% |
| 3Y | +24.8% | -2.1% | +26.9% | +21.1% |
| 5Y | +52.4% | +11.2% | +41.1% | +40.5% |
| 10Y | +127.9% | +128.3% | -0.4% | +64.2% |
| All | +1,434.4% | +829.9% | +604.6% | +563.7% |
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 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