+131.7%
HST vs EIX
+29.3%
+102.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +0.9% |
| 7D | -2.7% | +1.0% | -3.7% | -3.1% |
| 30D | +10.7% | +9.1% | +1.6% | +7.1% |
| 3M | +6.3% | -10.2% | +16.5% | +8.2% |
| 6M | +19.0% | -11.2% | +30.2% | +21.1% |
| YTD | +47.0% | +4.5% | +42.5% | +39.1% |
| 1Y | +53.4% | +10.9% | +42.6% | +41.4% |
| 3Y | +78.0% | +8.4% | +69.6% | +59.9% |
| 5Y | +71.7% | +18.0% | +53.7% | +46.6% |
| All | +131.7% | +29.3% | +102.4% | +86.3% |
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 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