+22.7%
EIX vs THC
+952.2%
-929.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.3% | +6.8% | +4.8% |
| 7D | +0.9% | -2.6% | +3.5% | +1.2% |
| 30D | -13.5% | -1.2% | -12.4% | -13.4% |
| 3M | -15.3% | +58.9% | -74.2% | -20.6% |
| 6M | -15.3% | +9.3% | -24.7% | -16.8% |
| YTD | +2.7% | +30.4% | -27.6% | -1.7% |
| 1Y | +17.4% | +34.6% | -17.1% | +11.7% |
| 3Y | -1.3% | +246.7% | -248.0% | -19.2% |
| 5Y | +27.2% | +244.5% | -217.4% | +0.9% |
| 10Y | +22.7% | +950.1% | -927.4% | -20.0% |
| All | +22.7% | +952.2% | -929.5% | -20.0% |
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