+1.2%
HAL vs EIX
+23.2%
-22.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -2.6% |
| 7D | +0.5% | +0.9% | -0.4% | -0.2% |
| 30D | +15.9% | -13.5% | +29.5% | +19.8% |
| 3M | -8.7% | -15.3% | +6.5% | -5.3% |
| 6M | +9.0% | -15.3% | +24.4% | +12.3% |
| YTD | +32.0% | +2.7% | +29.3% | +23.2% |
| 1Y | +72.5% | +17.4% | +55.0% | +50.1% |
| 3Y | -4.5% | -1.3% | -3.2% | -12.8% |
| 5Y | +109.7% | +27.2% | +82.5% | +62.9% |
| 10Y | +1.2% | +22.7% | -21.5% | -22.0% |
| All | +1.2% | +23.2% | -22.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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