+17.0%
EIX vs BHP
+127.2%
-110.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +1.0% | +3.8% | -2.9% | +0.2% |
| 30D | +8.9% | -6.5% | +15.3% | +10.2% |
| 3M | -9.8% | -8.5% | -1.3% | -8.3% |
| 6M | -10.2% | -2.2% | -8.0% | -10.4% |
| YTD | +5.9% | +40.0% | -34.1% | -2.8% |
| 1Y | +10.9% | +51.3% | -40.4% | -0.1% |
| 3Y | +10.2% | +56.5% | -46.3% | -3.2% |
| 5Y | +17.0% | +130.2% | -113.2% | -0.3% |
| All | +17.0% | +127.2% | -110.2% | -0.3% |
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 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