+24.0%
EIX vs USHY
+21.5%
+2.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -2.9% |
| 7D | +4.1% | -0.1% | +4.2% | +4.3% |
| 30D | -15.3% | 0.0% | -15.3% | -15.3% |
| 3M | -18.4% | +0.8% | -19.3% | -19.4% |
| 6M | -16.8% | +1.9% | -18.8% | -18.9% |
| YTD | -0.6% | +2.3% | -2.8% | -3.4% |
| 1Y | +10.7% | +4.1% | +6.5% | +5.0% |
| 3Y | -4.5% | +27.8% | -32.3% | -27.5% |
| 5Y | +24.0% | +21.5% | +2.5% | -3.8% |
| All | +24.0% | +21.5% | +2.5% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling