+34.3%
EIX vs HAS
+106.0%
-71.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | -2.5% | +2.0% | -4.5% | -3.0% |
| 30D | +7.7% | +30.9% | -23.2% | +1.0% |
| 3M | -12.9% | +28.8% | -41.6% | -18.1% |
| 6M | -12.7% | +32.3% | -45.0% | -18.6% |
| YTD | +5.5% | +54.7% | -49.2% | -5.8% |
| 1Y | +9.4% | +63.2% | -53.9% | -3.7% |
| 3Y | +9.7% | +220.7% | -211.0% | -20.1% |
| 5Y | +16.9% | +53.3% | -36.4% | +0.8% |
| 10Y | +34.3% | +104.2% | -69.9% | -0.4% |
| All | +34.3% | +106.0% | -71.7% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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