+5.8%
HD vs EIX
-3.3%
+9.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -2.1% | -19.1% | +17.0% | +1.5% |
| 30D | -8.4% | -16.9% | +8.5% | -5.9% |
| 3M | +4.3% | -20.0% | +24.4% | +8.1% |
| 6M | -11.1% | -21.3% | +10.2% | -7.6% |
| YTD | -4.7% | -1.7% | -3.0% | -6.6% |
| 1Y | -19.8% | +9.6% | -29.4% | -23.7% |
| All | +5.8% | -3.3% | +9.1% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling