+1,058.2%
EIX vs BHP
+7,909.4%
-6,851.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -19.1% | -2.9% | -16.2% | -18.5% |
| 30D | -16.9% | +3.4% | -20.3% | -17.5% |
| 3M | -20.0% | +4.1% | -24.1% | -21.0% |
| 6M | -21.3% | +20.6% | -41.9% | -25.1% |
| YTD | -1.7% | +56.1% | -57.8% | -11.7% |
| 1Y | +9.6% | +69.6% | -60.0% | -3.6% |
| 3Y | -3.7% | +78.8% | -82.5% | -17.1% |
| 5Y | +22.6% | +113.1% | -90.4% | -0.6% |
| 10Y | +17.7% | +505.9% | -488.2% | -26.4% |
| All | +1,058.2% | +7,909.4% | -6,851.2% | +350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling