-45.4%
TOST vs BHP
+120.1%
-165.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.7% |
| 7D | -3.6% | +2.4% | -6.0% | -4.6% |
| 30D | +8.9% | -5.4% | +14.2% | +11.1% |
| 3M | -2.2% | -6.9% | +4.6% | 0.0% |
| 6M | +41.0% | -4.3% | +45.3% | +41.4% |
| YTD | -4.0% | +41.6% | -45.6% | -22.3% |
| 1Y | -9.6% | +53.3% | -62.9% | -29.8% |
| 3Y | +141.7% | +58.4% | +83.3% | +78.0% |
| 5Y | -29.5% | +121.3% | -150.8% | -55.3% |
| All | -45.4% | +120.1% | -165.5% | -66.0% |
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