+71.7%
HST vs EIX
+22.8%
+49.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | 0.0% |
| 7D | -1.0% | -19.1% | +18.1% | +4.2% |
| 30D | -12.3% | -16.9% | +4.6% | -8.7% |
| 3M | -6.4% | -20.0% | +13.6% | -1.6% |
| 6M | +15.0% | -21.3% | +36.3% | +21.3% |
| YTD | +30.5% | -1.7% | +32.2% | +26.4% |
| 1Y | +35.7% | +9.6% | +26.1% | +25.9% |
| 3Y | +68.4% | -3.7% | +72.1% | +57.7% |
| All | +71.7% | +22.8% | +49.0% | +49.8% |
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