-9.6%
TOST vs BHP
+53.5%
-63.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.3% |
| 7D | -3.6% | +2.4% | -6.0% | -3.7% |
| 30D | +8.9% | -5.4% | +14.2% | +9.2% |
| 3M | -2.2% | -6.9% | +4.6% | -1.8% |
| 6M | +41.0% | -4.3% | +45.3% | +41.4% |
| YTD | -4.0% | +41.6% | -45.6% | -16.2% |
| 1Y | -9.6% | +53.3% | -62.9% | -28.0% |
| All | -9.6% | +53.5% | -63.1% | -28.0% |
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