+788.5%
EIX vs HDB
+3,812.1%
-3,023.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | -19.1% | +0.4% | -19.5% | -19.1% |
| 30D | -16.9% | -2.8% | -14.1% | -16.4% |
| 3M | -20.0% | -3.5% | -16.5% | -19.6% |
| 6M | -21.3% | -24.7% | +3.4% | -16.9% |
| YTD | -1.7% | -36.6% | +34.9% | +7.4% |
| 1Y | +9.6% | -34.4% | +43.9% | +18.8% |
| 3Y | -3.7% | -24.4% | +20.7% | +0.2% |
| 5Y | +22.6% | -35.4% | +58.0% | +29.9% |
| 10Y | +17.7% | +39.5% | -21.9% | +2.3% |
| All | +788.5% | +3,812.1% | -3,023.6% | +339.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling