-45.7%
TOST vs BHP
+142.5%
-188.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.4% | -2.9% | -0.5% | -2.2% |
| 30D | -2.4% | +3.4% | -5.8% | -3.9% |
| 3M | +34.6% | +4.1% | +30.5% | +31.4% |
| 6M | +15.2% | +20.6% | -5.4% | +3.9% |
| YTD | -4.4% | +56.1% | -60.5% | -25.3% |
| 1Y | -17.4% | +69.6% | -87.0% | -38.5% |
| 3Y | +54.5% | +78.8% | -24.4% | +8.3% |
| All | -45.7% | +142.5% | -188.2% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling