+1,058.2%
EIX vs THC
+508.9%
+549.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -19.1% | -0.7% | -18.4% | -19.0% |
| 30D | -16.9% | +1.3% | -18.2% | -17.0% |
| 3M | -20.0% | +64.2% | -84.3% | -24.3% |
| 6M | -21.3% | +8.3% | -29.6% | -22.4% |
| YTD | -1.7% | +33.4% | -35.1% | -5.3% |
| 1Y | +9.6% | +37.7% | -28.1% | +5.0% |
| 3Y | -3.7% | +236.8% | -240.5% | -17.3% |
| 5Y | +22.6% | +249.3% | -226.6% | +2.4% |
| 10Y | +17.7% | +995.2% | -977.6% | -19.5% |
| All | +1,058.2% | +508.9% | +549.3% | +591.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling