+9.6%
EIX vs USHY
+4.6%
+5.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -19.1% | -0.1% | -19.0% | -19.1% |
| 30D | -16.9% | +0.1% | -17.0% | -17.1% |
| 3M | -20.0% | +0.8% | -20.8% | -20.8% |
| 6M | -21.3% | +1.7% | -23.1% | -22.8% |
| YTD | -1.7% | +2.5% | -4.2% | -5.1% |
| 1Y | +9.6% | +4.4% | +5.2% | +0.4% |
| All | +9.6% | +4.6% | +5.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling