-27.7%
TOST vs BHP
+119.2%
-146.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.7% | +4.0% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | +16.2% | -4.5% | +20.7% | +18.1% |
| 3M | -1.5% | -6.9% | +5.4% | +0.8% |
| 6M | +55.3% | -10.6% | +65.9% | +60.5% |
| YTD | -2.3% | +37.2% | -39.5% | -20.5% |
| 1Y | -5.5% | +48.0% | -53.6% | -26.2% |
| 3Y | +151.1% | +52.6% | +98.6% | +86.1% |
| All | -27.7% | +119.2% | -146.9% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling