+132.1%
HON vs EIX
+21.5%
+110.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -2.6% | +0.8% | -3.4% | -2.9% |
| 30D | -11.9% | -18.8% | +6.9% | -7.4% |
| 3M | -6.1% | -19.7% | +13.6% | -1.2% |
| 6M | -19.2% | -18.2% | -1.0% | -15.7% |
| YTD | +0.2% | -1.7% | +1.9% | -1.9% |
| 1Y | -1.5% | +7.8% | -9.2% | -6.7% |
| 3Y | +17.9% | -5.6% | +23.6% | +14.0% |
| 5Y | +1.9% | +23.7% | -21.7% | -11.7% |
| All | +132.1% | +21.5% | +110.6% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling