+261.0%
HPE vs EIX
+16.9%
+244.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +4.9% |
| 7D | +0.3% | -2.5% | +2.9% | +0.8% |
| 30D | -28.6% | +7.7% | -36.2% | -29.5% |
| 3M | -7.4% | -12.9% | +5.5% | -5.8% |
| 6M | +63.7% | -12.7% | +76.4% | +65.1% |
| YTD | +111.7% | +5.5% | +106.2% | +102.4% |
| 1Y | +123.5% | +9.4% | +114.1% | +111.5% |
| 3Y | +238.7% | +9.7% | +229.0% | +206.7% |
| 5Y | +261.0% | +16.9% | +244.1% | +212.3% |
| All | +261.0% | +16.9% | +244.1% | +212.3% |
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