+34.3%
EIX vs HRB
+243.1%
-208.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -2.5% | -8.1% | +5.6% | -1.0% |
| 30D | +7.7% | +15.0% | -7.3% | +4.8% |
| 3M | -12.9% | +10.2% | -23.1% | -15.0% |
| 6M | -12.7% | +44.2% | -56.9% | -19.5% |
| YTD | +5.5% | +21.0% | -15.5% | -0.1% |
| 1Y | +9.4% | +12.0% | -2.6% | +5.4% |
| 3Y | +9.7% | +24.9% | -15.2% | +1.3% |
| 5Y | +16.9% | +144.6% | -127.7% | -10.0% |
| 10Y | +34.3% | +229.4% | -195.1% | -7.9% |
| All | +34.3% | +243.1% | -208.8% | -7.9% |
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