+18.0%
EIX vs HRB
+209.1%
-191.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | -1.4% | -8.0% | +6.7% | +0.1% |
| 30D | -19.3% | -16.0% | -3.3% | -16.7% |
| 3M | -21.7% | +26.9% | -48.5% | -25.8% |
| 6M | -19.8% | +51.1% | -70.9% | -27.5% |
| YTD | -3.0% | +7.1% | -10.1% | -5.8% |
| 1Y | +5.1% | -9.6% | +14.7% | +5.9% |
| 3Y | -7.0% | +25.4% | -32.4% | -14.6% |
| 5Y | +22.0% | +114.9% | -92.9% | -3.7% |
| All | +18.0% | +209.1% | -191.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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