-1.3%
EIX vs HIG
+99.1%
-100.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.5% | +5.4% |
| 7D | +0.9% | -1.1% | +2.0% | +1.3% |
| 30D | -13.5% | -4.9% | -8.6% | -11.5% |
| 3M | -15.3% | +6.8% | -22.0% | -17.9% |
| 6M | -15.3% | -1.7% | -13.6% | -15.0% |
| YTD | +2.7% | -0.2% | +2.9% | +2.3% |
| 1Y | +17.4% | +5.7% | +11.7% | +13.5% |
| 3Y | -1.3% | +100.3% | -101.6% | -31.2% |
| All | -1.3% | +99.1% | -100.4% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling