+276.8%
EIX vs HBM
+470.7%
-193.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -2.5% | -1.3% | -1.3% | -2.5% |
| 30D | +7.7% | -14.8% | +22.5% | +8.9% |
| 3M | -12.9% | -20.7% | +7.8% | -11.5% |
| 6M | -12.7% | -13.9% | +1.2% | -12.5% |
| YTD | +5.5% | +10.6% | -5.2% | +2.9% |
| 1Y | +9.4% | +32.4% | -23.0% | +5.1% |
| 3Y | +9.7% | +432.0% | -422.3% | -7.7% |
| 5Y | +16.9% | +205.5% | -188.5% | +0.5% |
| 10Y | +34.3% | +291.1% | -256.8% | +3.8% |
| All | +276.8% | +470.7% | -193.9% | +135.5% |
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