-44.4%
TOST vs BHP
+122.2%
-166.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -1.2% |
| 7D | +4.0% | +3.5% | +0.6% | +2.6% |
| 30D | +11.1% | -4.5% | +15.5% | +12.9% |
| 3M | +0.8% | -6.4% | +7.2% | +3.0% |
| 6M | +38.8% | -0.1% | +38.9% | +36.5% |
| YTD | -2.1% | +43.0% | -45.1% | -21.1% |
| 1Y | -6.0% | +56.5% | -62.5% | -27.7% |
| 3Y | +149.8% | +62.0% | +87.7% | +81.9% |
| 5Y | -42.8% | +130.4% | -173.1% | -63.7% |
| All | -44.4% | +122.2% | -166.6% | -65.4% |
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