-12.6%
TOST vs BHP
+49.1%
-61.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.6% |
| 7D | -4.7% | +2.5% | -7.1% | -4.8% |
| 30D | +8.5% | -5.2% | +13.7% | +8.8% |
| 3M | -1.6% | -8.7% | +7.1% | -1.1% |
| 6M | +44.1% | -6.9% | +51.0% | +44.7% |
| YTD | -5.6% | +39.0% | -44.6% | -17.3% |
| 1Y | -12.6% | +48.9% | -61.5% | -29.4% |
| All | -12.6% | +49.1% | -61.7% | -29.4% |
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