+49.2%
SRE vs THC
+248.0%
-198.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.9% |
| 7D | +1.4% | -2.6% | +4.0% | +1.7% |
| 30D | +1.9% | -1.2% | +3.1% | +2.0% |
| 3M | -3.3% | +58.9% | -62.2% | -8.4% |
| 6M | -6.4% | +9.3% | -15.8% | -7.7% |
| YTD | -1.8% | +30.4% | -32.2% | -5.3% |
| 1Y | +10.7% | +34.6% | -23.9% | +6.2% |
| 3Y | +31.8% | +246.7% | -214.9% | +10.1% |
| 5Y | +49.2% | +244.5% | -195.3% | +23.3% |
| All | +49.2% | +248.0% | -198.8% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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