+370.3%
HPE vs EIX
+35.3%
+335.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | +7.9% | +1.4% | +6.5% | +7.5% |
| 30D | -23.5% | +8.5% | -32.0% | -25.4% |
| 3M | -19.1% | -13.5% | -5.6% | -17.0% |
| 6M | +51.4% | -12.4% | +63.8% | +53.5% |
| YTD | +103.4% | +5.9% | +97.5% | +92.4% |
| 1Y | +114.4% | +7.6% | +106.8% | +101.5% |
| 3Y | +224.7% | +12.8% | +211.9% | +190.0% |
| 5Y | +277.8% | +19.2% | +258.5% | +224.4% |
| All | +370.3% | +35.3% | +335.0% | +271.0% |
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