+153.0%
HYG vs EIX
+125.5%
+27.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.3% |
| 7D | -0.2% | +4.1% | -4.2% | -0.8% |
| 30D | -0.1% | -15.3% | +15.2% | +1.8% |
| 3M | +0.7% | -18.4% | +19.1% | +3.1% |
| 6M | +1.5% | -16.8% | +18.4% | +3.5% |
| YTD | +1.9% | -0.6% | +2.5% | +0.6% |
| 1Y | +3.7% | +10.7% | -6.9% | +0.3% |
| 3Y | +26.5% | -4.5% | +31.0% | +23.7% |
| 5Y | +19.0% | +24.0% | -5.1% | +9.8% |
| 10Y | +56.5% | +22.9% | +33.6% | +38.5% |
| All | +153.0% | +125.5% | +27.5% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling