+17.5%
EIX vs HAS
+51.6%
-34.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +1.0% | +3.3% | -2.3% | +0.4% |
| 30D | +8.9% | +30.5% | -21.7% | +3.7% |
| 3M | -9.8% | +29.9% | -39.7% | -14.1% |
| 6M | -10.2% | +26.5% | -36.7% | -14.2% |
| YTD | +5.9% | +51.9% | -46.0% | -2.5% |
| 1Y | +10.9% | +60.9% | -50.0% | +0.9% |
| 3Y | +10.2% | +215.0% | -204.8% | -13.1% |
| All | +17.5% | +51.6% | -34.1% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling