+1,058.2%
EIX vs HRB
+3,357.9%
-2,299.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.6% |
| 7D | -19.1% | -5.7% | -13.4% | -18.1% |
| 30D | -16.9% | +7.9% | -24.8% | -18.4% |
| 3M | -20.0% | +32.1% | -52.1% | -24.8% |
| 6M | -21.3% | +62.2% | -83.6% | -29.8% |
| YTD | -1.7% | +16.4% | -18.1% | -6.6% |
| 1Y | +9.6% | -0.3% | +9.8% | +7.2% |
| 3Y | -3.7% | +36.0% | -39.7% | -12.8% |
| 5Y | +22.6% | +125.2% | -102.6% | -2.1% |
| 10Y | +17.7% | +237.7% | -220.0% | -18.6% |
| All | +1,058.2% | +3,357.9% | -2,299.7% | +352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling