+237.8%
HPE vs EIX
+10.1%
+227.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +4.9% |
| 7D | +0.3% | -2.5% | +2.9% | +0.5% |
| 30D | -28.6% | +7.7% | -36.2% | -29.0% |
| 3M | -7.4% | -12.9% | +5.5% | -6.3% |
| 6M | +63.7% | -12.7% | +76.4% | +64.4% |
| YTD | +111.7% | +5.5% | +106.2% | +104.0% |
| 1Y | +123.5% | +9.4% | +114.1% | +113.8% |
| All | +237.8% | +10.1% | +227.8% | +205.1% |
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