+398.8%
HL vs EIX
-5.9%
+404.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.7% |
| 7D | -5.6% | +0.8% | -6.4% | -5.9% |
| 30D | +12.7% | -18.8% | +31.5% | +18.2% |
| 3M | +42.5% | -19.7% | +62.2% | +49.6% |
| 6M | -9.0% | -18.2% | +9.2% | -5.4% |
| YTD | +4.4% | -1.7% | +6.1% | +0.4% |
| 1Y | +82.7% | +7.8% | +74.9% | +68.5% |
| All | +398.8% | -5.9% | +404.7% | +358.2% |
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 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