+12.3%
EIX vs THC
+436.4%
-424.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -2.5% | +0.2% | -2.8% | -2.6% |
| 30D | +7.7% | +9.0% | -1.3% | +6.6% |
| 3M | -12.9% | +12.9% | -25.8% | -14.1% |
| 6M | -12.7% | +52.8% | -65.5% | -17.1% |
| YTD | +5.5% | +47.4% | -42.0% | +0.2% |
| 1Y | +9.4% | +47.7% | -38.4% | +3.8% |
| All | +12.3% | +436.4% | -424.1% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling