+34.9%
EIX vs HBM
+275.0%
-240.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.4% |
| 7D | +1.0% | +2.4% | -1.4% | +0.7% |
| 30D | +8.9% | -16.0% | +24.8% | +10.2% |
| 3M | -9.8% | -21.3% | +11.5% | -8.3% |
| 6M | -10.2% | -12.2% | +2.0% | -10.1% |
| YTD | +5.9% | +10.7% | -4.7% | +3.1% |
| 1Y | +10.9% | +30.3% | -19.4% | +6.3% |
| 3Y | +10.2% | +432.2% | -422.0% | -9.3% |
| 5Y | +17.0% | +218.8% | -201.8% | -1.8% |
| All | +34.9% | +275.0% | -240.1% | -3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling