+9.6%
EIX vs HBM
+123.0%
-113.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +0.8% |
| 7D | -19.1% | -6.4% | -12.7% | -19.1% |
| 30D | -16.9% | +5.9% | -22.8% | -16.8% |
| 3M | -20.0% | -8.9% | -11.1% | -19.8% |
| 6M | -21.3% | +10.7% | -32.0% | -22.1% |
| YTD | -1.7% | +38.3% | -40.0% | -2.0% |
| 1Y | +9.6% | +121.3% | -111.8% | +12.6% |
| All | +9.6% | +123.0% | -113.4% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling