-40.6%
TOST vs BHP
+120.8%
-161.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.1% |
| 7D | +9.4% | +0.9% | +8.5% | +9.0% |
| 30D | +13.5% | -6.3% | +19.7% | +16.3% |
| 3M | -0.1% | -7.1% | +7.0% | +2.3% |
| 6M | +22.5% | -3.2% | +25.7% | +21.6% |
| YTD | -2.4% | +37.9% | -40.3% | -20.5% |
| 1Y | -4.7% | +49.7% | -54.4% | -25.7% |
| 3Y | +103.2% | +51.7% | +51.5% | +51.6% |
| All | -40.6% | +120.8% | -161.3% | -65.6% |
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