+35.9%
EIX vs HUBB
+381.1%
-345.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.4% | +1.8% | -0.4% | +0.8% |
| 30D | +8.5% | -7.7% | +16.2% | +10.9% |
| 3M | -13.5% | -13.6% | +0.1% | -9.9% |
| 6M | -12.4% | -9.1% | -3.2% | -10.9% |
| YTD | +5.9% | -0.7% | +6.6% | +3.7% |
| 1Y | +7.6% | +1.1% | +6.5% | +4.6% |
| 3Y | +12.8% | +56.2% | -43.4% | -10.4% |
| 5Y | +19.2% | +126.6% | -107.4% | -21.0% |
| All | +35.9% | +381.1% | -345.2% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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