+278.2%
EIX vs HBM
+492.8%
-214.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.0% | -7.7% | +0.6% |
| 7D | +0.7% | +5.0% | -4.3% | +0.3% |
| 30D | +8.8% | -12.7% | +21.5% | +9.8% |
| 3M | -10.9% | -17.4% | +6.5% | -9.8% |
| 6M | -10.3% | -8.9% | -1.4% | -10.5% |
| YTD | +5.8% | +14.9% | -9.1% | +3.0% |
| 1Y | +11.4% | +41.4% | -30.0% | +6.5% |
| 3Y | +11.1% | +462.1% | -451.1% | -7.0% |
| 5Y | +18.5% | +224.0% | -205.5% | +1.4% |
| 10Y | +32.2% | +320.9% | -288.7% | +1.7% |
| All | +278.2% | +492.8% | -214.6% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling