+269.4%
HPE vs EIX
-4.8%
+274.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.3% | +5.5% |
| 7D | +13.6% | +4.1% | +9.6% | +13.1% |
| 30D | +7.7% | -15.3% | +23.0% | +9.1% |
| 3M | +22.4% | -18.4% | +40.8% | +24.1% |
| 6M | +172.6% | -16.8% | +189.4% | +174.7% |
| YTD | +147.5% | -0.6% | +148.1% | +139.8% |
| 1Y | +151.8% | +10.7% | +141.1% | +138.3% |
| All | +269.4% | -4.8% | +274.1% | +234.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling