+1,142.6%
EIX vs BHP
+7,168.8%
-6,026.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.7% |
| 7D | -2.5% | +2.4% | -4.9% | -3.1% |
| 30D | +7.7% | -5.4% | +13.1% | +8.9% |
| 3M | -12.9% | -6.9% | -6.0% | -11.7% |
| 6M | -12.7% | -4.3% | -8.3% | -12.5% |
| YTD | +5.5% | +41.6% | -36.2% | -3.4% |
| 1Y | +9.4% | +53.3% | -43.9% | -1.6% |
| 3Y | +9.7% | +58.4% | -48.7% | -3.2% |
| 5Y | +16.9% | +121.3% | -104.3% | -5.9% |
| 10Y | +34.3% | +349.0% | -314.7% | -10.6% |
| All | +1,142.6% | +7,168.8% | -6,026.3% | +392.8% |
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