-11.6%
HL vs EIX
+8.9%
-20.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -11.1% | +1.4% | -12.5% | -11.3% |
| 30D | -12.1% | +8.5% | -20.6% | -12.6% |
| 3M | -26.1% | -13.5% | -12.6% | -24.7% |
| 6M | -37.7% | -12.4% | -25.4% | -36.6% |
| YTD | -31.7% | +5.9% | -37.6% | -32.5% |
| 1Y | -11.6% | +7.6% | -19.2% | -13.8% |
| All | -11.6% | +8.9% | -20.5% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling