+5.1%
EIX vs HUBB
+5.5%
-0.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | -1.4% | -0.1% | -1.3% | -1.3% |
| 30D | -19.3% | -10.0% | -9.4% | -18.7% |
| 3M | -21.7% | -1.6% | -20.1% | -22.0% |
| 6M | -19.8% | -3.1% | -16.7% | -20.5% |
| YTD | -3.0% | +4.6% | -7.6% | -4.7% |
| 1Y | +5.1% | +3.3% | +1.8% | +1.4% |
| All | +5.1% | +5.5% | -0.4% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling