-4.6%
EIX vs USHY
+27.6%
-32.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -2.8% |
| 7D | +4.1% | -0.1% | +4.2% | +4.4% |
| 30D | -15.3% | 0.0% | -15.3% | -15.4% |
| 3M | -18.4% | +0.8% | -19.3% | -19.9% |
| 6M | -16.8% | +1.9% | -18.8% | -20.2% |
| YTD | -0.6% | +2.3% | -2.8% | -5.2% |
| 1Y | +10.7% | +4.1% | +6.5% | +1.4% |
| All | -4.6% | +27.6% | -32.2% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling