+27.2%
EIX vs HRB
+112.6%
-85.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.5% | +11.0% | +5.2% |
| 7D | +0.9% | -9.1% | +10.0% | +1.8% |
| 30D | -13.5% | +0.3% | -13.8% | -13.8% |
| 3M | -15.3% | +23.4% | -38.6% | -17.6% |
| 6M | -15.3% | +45.1% | -60.5% | -19.6% |
| YTD | +2.7% | +8.9% | -6.2% | +2.2% |
| 1Y | +17.4% | -7.9% | +25.4% | +20.3% |
| 3Y | -1.3% | +27.9% | -29.3% | -6.1% |
| 5Y | +27.2% | +108.3% | -81.1% | +15.1% |
| All | +27.2% | +112.6% | -85.4% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling