+34.3%
EIX vs HIG
+268.2%
-233.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | -2.5% | -0.7% | -1.9% | -2.3% |
| 30D | +7.7% | +5.4% | +2.3% | +5.6% |
| 3M | -12.9% | -0.9% | -11.9% | -12.6% |
| 6M | -12.7% | +4.8% | -17.5% | -14.4% |
| YTD | +5.5% | +0.9% | +4.6% | +4.6% |
| 1Y | +9.4% | +6.5% | +2.9% | +6.3% |
| 3Y | +9.7% | +95.7% | -86.0% | -14.8% |
| 5Y | +16.9% | +107.1% | -90.2% | -12.0% |
| 10Y | +34.3% | +262.6% | -228.4% | -10.3% |
| All | +34.3% | +268.2% | -233.9% | -10.3% |
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