+55.2%
HYG vs EIX
+19.9%
+35.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -0.7% | -1.4% | +0.6% | -0.6% |
| 30D | -0.7% | -19.3% | +18.6% | +1.2% |
| 3M | -0.2% | -21.7% | +21.5% | +2.0% |
| 6M | +1.4% | -19.8% | +21.3% | +3.3% |
| YTD | +1.5% | -3.0% | +4.5% | +0.7% |
| 1Y | +2.9% | +5.1% | -2.2% | +0.9% |
| 3Y | +25.6% | -7.0% | +32.6% | +23.9% |
| 5Y | +18.6% | +22.0% | -3.5% | +11.8% |
| All | +55.2% | +19.9% | +35.3% | +41.1% |
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