+32.2%
EIX vs HAS
+106.1%
-73.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | +0.7% | +2.2% | -1.4% | +0.2% |
| 30D | +8.8% | +29.6% | -20.8% | +2.2% |
| 3M | -10.9% | +30.3% | -41.2% | -16.5% |
| 6M | -10.3% | +25.6% | -35.9% | -15.4% |
| YTD | +5.8% | +50.8% | -45.0% | -4.9% |
| 1Y | +11.4% | +63.0% | -51.6% | -1.9% |
| 3Y | +11.1% | +211.6% | -200.5% | -18.6% |
| 5Y | +18.5% | +50.4% | -31.9% | +2.6% |
| 10Y | +32.2% | +101.9% | -69.6% | -1.4% |
| All | +32.2% | +106.1% | -73.8% | -1.4% |
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