+17.9%
EIX vs THC
+274.4%
-256.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | +1.0% | +3.7% | -2.7% | +0.5% |
| 30D | +9.1% | +9.0% | +0.1% | +7.9% |
| 3M | -10.2% | +10.4% | -20.6% | -11.5% |
| 6M | -11.2% | +45.7% | -56.9% | -15.9% |
| YTD | +4.5% | +42.6% | -38.1% | -1.1% |
| 1Y | +10.9% | +38.8% | -27.9% | +5.2% |
| 3Y | +8.4% | +418.8% | -410.4% | -16.8% |
| All | +17.9% | +274.4% | -256.4% | -8.6% |
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