-8.9%
TOST vs BHP
+54.8%
-63.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.1% |
| 7D | +4.0% | +3.5% | +0.6% | +3.9% |
| 30D | +11.1% | -4.5% | +15.5% | +11.3% |
| 3M | +0.8% | -6.4% | +7.2% | +1.2% |
| 6M | +38.8% | -0.1% | +38.9% | +39.2% |
| YTD | -2.1% | +43.0% | -45.1% | -14.6% |
| All | -8.9% | +54.8% | -63.7% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling