+27.2%
EIX vs BHP
+121.9%
-94.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.2% |
| 7D | +0.9% | +1.3% | -0.4% | +0.7% |
| 30D | -13.5% | +4.0% | -17.5% | -14.2% |
| 3M | -15.3% | +12.3% | -27.6% | -17.4% |
| 6M | -15.3% | +30.8% | -46.2% | -20.5% |
| YTD | +2.7% | +58.8% | -56.0% | -7.7% |
| 1Y | +17.4% | +76.8% | -59.4% | +2.9% |
| 3Y | -1.3% | +87.5% | -88.8% | -15.9% |
| 5Y | +27.2% | +123.9% | -96.7% | +8.0% |
| All | +27.2% | +121.9% | -94.7% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling