+22.9%
EIX vs BHP
+503.2%
-480.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +4.1% | +0.9% | +3.2% | +3.9% |
| 30D | -15.3% | +4.0% | -19.3% | -16.2% |
| 3M | -18.4% | +11.3% | -29.7% | -20.8% |
| 6M | -16.8% | +29.3% | -46.2% | -22.7% |
| YTD | -0.6% | +59.2% | -59.8% | -12.8% |
| 1Y | +10.7% | +80.8% | -70.2% | -6.3% |
| 3Y | -4.5% | +88.0% | -92.5% | -21.2% |
| 5Y | +24.0% | +126.6% | -102.6% | -5.4% |
| 10Y | +22.9% | +515.7% | -492.8% | -29.3% |
| All | +22.9% | +503.2% | -480.3% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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