+3.1%
HON vs EIX
+24.3%
-21.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.8% |
| 7D | -0.6% | +4.1% | -4.6% | -1.6% |
| 30D | -15.4% | -15.3% | -0.1% | -12.8% |
| 3M | -9.1% | -18.4% | +9.3% | -5.6% |
| 6M | -17.1% | -16.8% | -0.2% | -14.4% |
| YTD | +1.5% | -0.6% | +2.1% | -1.1% |
| 1Y | -1.3% | +10.7% | -12.0% | -7.2% |
| 3Y | +19.5% | -4.5% | +24.0% | +14.1% |
| 5Y | +3.1% | +24.0% | -21.0% | -12.2% |
| All | +3.1% | +24.3% | -21.2% | -12.2% |
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 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