+22.7%
EIX vs HDB
+34.0%
-11.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.0% | +7.5% | +5.2% |
| 7D | +0.9% | -2.0% | +2.9% | +1.3% |
| 30D | -13.5% | -4.9% | -8.7% | -12.5% |
| 3M | -15.3% | -2.3% | -13.0% | -15.1% |
| 6M | -15.3% | -23.7% | +8.4% | -10.2% |
| YTD | +2.7% | -38.5% | +41.2% | +14.7% |
| 1Y | +17.4% | -36.5% | +53.9% | +30.0% |
| 3Y | -1.3% | -28.5% | +27.1% | +4.4% |
| 5Y | +27.2% | -37.4% | +64.6% | +37.4% |
| 10Y | +22.7% | +34.0% | -11.3% | +9.7% |
| All | +22.7% | +34.0% | -11.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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