+18.8%
EIX vs THC
+258.8%
-239.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +8.1% | +7.5% | +0.7% | +7.1% |
| 3M | -12.1% | +7.5% | -19.7% | -13.0% |
| 6M | -13.4% | +46.4% | -59.9% | -18.0% |
| YTD | +5.6% | +44.4% | -38.8% | -0.2% |
| 1Y | +7.8% | +43.4% | -35.6% | +1.9% |
| 3Y | +9.8% | +433.3% | -423.5% | -16.0% |
| 5Y | +18.8% | +262.5% | -243.7% | -8.0% |
| All | +18.8% | +258.8% | -239.9% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling