+25.1%
HPQ vs EIX
-4.8%
+29.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +5.5% |
| 7D | +2.2% | +4.1% | -1.8% | +1.4% |
| 30D | +9.7% | -15.3% | +25.1% | +11.8% |
| 3M | +32.7% | -18.4% | +51.2% | +36.0% |
| 6M | +77.7% | -16.8% | +94.5% | +80.4% |
| YTD | +51.0% | -0.6% | +51.5% | +45.6% |
| 1Y | +18.4% | +10.7% | +7.7% | +10.7% |
| All | +25.1% | -4.8% | +29.8% | +12.9% |
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