+21.8%
EOG vs BAH
-32.1%
+53.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.2% |
| 7D | -2.0% | -4.3% | +2.3% | -1.7% |
| 30D | +7.9% | -4.5% | +12.3% | +8.3% |
| 3M | +4.5% | -7.6% | +12.1% | +4.9% |
| 6M | +12.3% | -10.6% | +22.9% | +12.9% |
| YTD | +41.9% | -12.6% | +54.4% | +42.3% |
| 1Y | +27.8% | -27.0% | +54.8% | +30.1% |
| 3Y | +21.8% | -31.5% | +53.3% | +17.0% |
| All | +21.8% | -32.1% | +53.9% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling