+22.9%
EIX vs HBM
+625.8%
-602.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | +4.1% | +5.5% | -1.4% | +3.6% |
| 30D | -15.3% | +3.3% | -18.6% | -15.6% |
| 3M | -18.4% | +12.7% | -31.1% | -19.6% |
| 6M | -16.8% | +28.2% | -45.0% | -19.4% |
| YTD | -0.6% | +45.3% | -45.9% | -5.1% |
| 1Y | +10.7% | +121.7% | -111.1% | +1.3% |
| 3Y | -4.5% | +523.5% | -528.0% | -22.1% |
| 5Y | +24.0% | +393.9% | -369.9% | +0.6% |
| 10Y | +22.9% | +647.9% | -625.0% | -17.4% |
| All | +22.9% | +625.8% | -602.9% | -17.4% |
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