+1,516.8%
HWM vs EIX
+34.4%
+1,482.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.4% |
| 7D | +5.0% | -2.5% | +7.5% | +6.1% |
| 30D | +1.5% | +7.7% | -6.2% | -1.6% |
| 3M | -20.3% | -12.9% | -7.5% | -17.2% |
| 6M | -18.0% | -12.7% | -5.3% | -15.6% |
| YTD | +9.5% | +5.5% | +4.0% | +3.6% |
| 1Y | +7.5% | +9.4% | -1.9% | -0.1% |
| 3Y | +355.7% | +9.7% | +346.0% | +303.6% |
| 5Y | +610.2% | +16.9% | +593.3% | +496.8% |
| 10Y | +1,516.8% | +34.3% | +1,482.5% | +1,124.0% |
| All | +1,516.8% | +34.4% | +1,482.4% | +1,124.0% |
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