+2.7%
HL vs EIX
+1,171.7%
-1,169.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -7.6% | -1.5% | -6.2% | -7.4% |
| 30D | -17.5% | +8.1% | -25.6% | -18.6% |
| 3M | -26.2% | -12.1% | -14.1% | -25.1% |
| 6M | -35.1% | -13.4% | -21.6% | -34.1% |
| YTD | -30.4% | +5.6% | -36.0% | -32.0% |
| 1Y | -14.0% | +7.8% | -21.8% | -16.3% |
| 3Y | +256.3% | +9.8% | +246.5% | +243.3% |
| 5Y | +112.5% | +18.8% | +93.7% | +102.8% |
| 10Y | +131.3% | +34.4% | +96.9% | +113.7% |
| All | +2.7% | +1,171.7% | -1,169.0% | +37.3% |
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