+249.3%
HL vs EIX
+24.3%
+225.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +3.2% |
| 7D | +0.4% | +4.1% | -3.7% | -1.4% |
| 30D | +18.8% | -15.3% | +34.1% | +24.2% |
| 3M | +43.7% | -18.4% | +62.2% | +52.4% |
| 6M | -1.0% | -16.8% | +15.8% | +3.4% |
| YTD | +8.7% | -0.6% | +9.3% | +2.4% |
| 1Y | +105.0% | +10.7% | +94.3% | +81.2% |
| 3Y | +427.3% | -4.5% | +431.8% | +381.9% |
| 5Y | +249.3% | +24.0% | +225.3% | +147.8% |
| All | +249.3% | +24.3% | +225.0% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling