+844.5%
EIX vs HDB
+4,142.9%
-3,298.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.9% |
| 7D | +1.0% | +13.3% | -12.4% | -1.7% |
| 30D | +9.1% | +13.6% | -4.4% | +6.1% |
| 3M | -10.2% | +5.8% | -16.0% | -11.5% |
| 6M | -11.2% | -1.9% | -9.3% | -11.4% |
| YTD | +4.5% | -31.2% | +35.7% | +12.0% |
| 1Y | +10.9% | -29.6% | +40.4% | +18.3% |
| 3Y | +8.4% | -10.1% | +18.5% | +8.5% |
| 5Y | +18.0% | -24.3% | +42.3% | +20.8% |
| 10Y | +30.3% | +59.3% | -29.0% | +10.0% |
| All | +844.5% | +4,142.9% | -3,298.4% | +358.3% |
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