-18.3%
TOST vs BHP
+76.4%
-94.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.7% | -2.1% |
| 7D | -0.9% | +1.3% | -2.2% | -1.0% |
| 30D | -3.5% | +4.0% | -7.4% | -3.7% |
| 3M | +38.1% | +12.3% | +25.8% | +37.1% |
| 6M | +9.9% | +30.8% | -20.9% | +7.3% |
| YTD | -6.3% | +58.8% | -65.0% | -15.4% |
| 1Y | -18.3% | +76.8% | -95.1% | -28.4% |
| All | -18.3% | +76.4% | -94.7% | -28.4% |
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