+1,058.2%
EIX vs HAS
+3,598.5%
-2,540.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -19.1% | -1.8% | -17.3% | -18.9% |
| 30D | -16.9% | +2.3% | -19.2% | -17.2% |
| 3M | -20.0% | +10.4% | -30.4% | -21.4% |
| 6M | -21.3% | -3.2% | -18.1% | -21.2% |
| YTD | -1.7% | +15.4% | -17.1% | -4.5% |
| 1Y | +9.6% | +18.8% | -9.2% | +5.8% |
| 3Y | -3.7% | +43.9% | -47.6% | -11.4% |
| 5Y | +22.6% | +13.9% | +8.7% | +15.6% |
| 10Y | +17.7% | +56.4% | -38.7% | +1.9% |
| All | +1,058.2% | +3,598.5% | -2,540.3% | +500.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling