+33,321.4%
HD vs EIX
+1,158.5%
+32,162.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.6% | -1.2% |
| 7D | +4.3% | +1.0% | +3.3% | +4.1% |
| 30D | +20.2% | +9.1% | +11.1% | +17.7% |
| 3M | -1.0% | -10.2% | +9.2% | +0.4% |
| 6M | +7.9% | -11.2% | +19.2% | +9.5% |
| YTD | +2.0% | +4.5% | -2.5% | -0.8% |
| 1Y | -4.3% | +10.9% | -15.2% | -8.4% |
| 3Y | +25.9% | +8.4% | +17.5% | +19.4% |
| 5Y | +5.8% | +18.0% | -12.1% | -2.4% |
| 10Y | +262.5% | +30.3% | +232.2% | +216.8% |
| All | +33,321.4% | +1,158.5% | +32,162.8% | +12,686.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling