+27.2%
EIX vs HBM
+369.9%
-342.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.8% | -1.2% | +4.0% |
| 7D | +0.9% | +7.4% | -6.5% | +0.3% |
| 30D | -13.5% | +5.1% | -18.6% | -14.0% |
| 3M | -15.3% | +11.1% | -26.4% | -16.4% |
| 6M | -15.3% | +30.2% | -45.5% | -18.4% |
| YTD | +2.7% | +46.2% | -43.5% | -2.7% |
| 1Y | +17.4% | +120.0% | -102.6% | +6.0% |
| 3Y | -1.3% | +527.4% | -528.8% | -24.0% |
| 5Y | +27.2% | +400.4% | -373.2% | -0.9% |
| All | +27.2% | +369.9% | -342.7% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling