-19.1%
HAL vs EIX
+30.9%
-50.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | -7.9% | +0.7% | -8.6% | -8.2% |
| 30D | -2.1% | +8.8% | -10.8% | -5.5% |
| 3M | +0.4% | -10.9% | +11.3% | +2.2% |
| 6M | -19.2% | -10.3% | -9.0% | -18.9% |
| YTD | +14.4% | +5.8% | +8.5% | +5.0% |
| 1Y | +18.0% | +11.4% | +6.6% | +5.5% |
| 3Y | -9.7% | +11.1% | -20.8% | -22.6% |
| 5Y | +40.1% | +18.5% | +21.7% | +13.5% |
| 10Y | -19.1% | +32.2% | -51.3% | -36.2% |
| All | -19.1% | +30.9% | -50.1% | -36.2% |
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