+9.4%
EIX vs HRB
+11.2%
-1.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -2.5% | -8.1% | +5.6% | -2.8% |
| 30D | +7.7% | +15.0% | -7.3% | +8.4% |
| 3M | -12.9% | +10.2% | -23.1% | -12.3% |
| 6M | -12.7% | +44.2% | -56.9% | -10.5% |
| YTD | +5.5% | +21.0% | -15.5% | +9.7% |
| 1Y | +9.4% | +12.0% | -2.6% | +13.3% |
| All | +9.4% | +11.2% | -1.8% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling