+32.2%
EIX vs THC
+1,325.8%
-1,293.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | +0.7% | +7.5% | -6.8% | -0.3% |
| 30D | +8.8% | +9.6% | -0.8% | +7.4% |
| 3M | -10.9% | +10.3% | -21.2% | -12.2% |
| 6M | -10.3% | +51.8% | -62.1% | -15.6% |
| YTD | +5.8% | +45.4% | -39.6% | -0.3% |
| 1Y | +11.4% | +40.8% | -29.4% | +5.2% |
| 3Y | +11.1% | +448.8% | -437.7% | -14.6% |
| 5Y | +18.5% | +263.4% | -244.9% | -6.7% |
| 10Y | +32.2% | +1,800.1% | -1,767.8% | -17.0% |
| All | +32.2% | +1,325.8% | -1,293.5% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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