+22.9%
EIX vs XHB
+202.9%
-180.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.6% |
| 7D | +4.1% | -1.9% | +6.0% | +4.8% |
| 30D | -15.3% | -8.3% | -7.0% | -12.3% |
| 3M | -18.4% | -7.1% | -11.3% | -16.3% |
| 6M | -16.8% | -5.3% | -11.6% | -15.8% |
| YTD | -0.6% | -3.2% | +2.6% | -0.4% |
| 1Y | +10.7% | -13.9% | +24.5% | +16.2% |
| 3Y | -4.5% | +24.9% | -29.4% | -16.9% |
| 5Y | +24.0% | +34.5% | -10.5% | +1.4% |
| 10Y | +22.9% | +215.5% | -192.5% | -35.6% |
| All | +22.9% | +202.9% | -180.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling