+18.0%
EIX vs HIG
+313.7%
-295.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -1.4% | -1.5% | +0.1% | -0.9% |
| 30D | -19.3% | -0.4% | -19.0% | -19.2% |
| 3M | -21.7% | +6.7% | -28.3% | -23.6% |
| 6M | -19.8% | +2.0% | -21.8% | -20.6% |
| YTD | -3.0% | +0.3% | -3.3% | -3.5% |
| 1Y | +5.1% | +4.2% | +0.9% | +3.1% |
| 3Y | -7.0% | +102.2% | -109.2% | -28.4% |
| 5Y | +22.0% | +118.5% | -96.5% | -9.6% |
| All | +18.0% | +313.7% | -295.7% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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