+174.0%
EOG vs BAH
-2.8%
+176.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.3% |
| 7D | -2.0% | -4.3% | +2.3% | -1.3% |
| 30D | +7.9% | -4.5% | +12.3% | +8.6% |
| 3M | +4.5% | -7.6% | +12.1% | +5.5% |
| 6M | +12.3% | -10.6% | +22.9% | +13.7% |
| YTD | +41.9% | -12.6% | +54.4% | +43.1% |
| 1Y | +27.8% | -27.0% | +54.8% | +33.1% |
| 3Y | +21.8% | -31.5% | +53.3% | +19.6% |
| 5Y | +174.0% | -3.8% | +177.8% | +138.8% |
| All | +174.0% | -2.8% | +176.8% | +138.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling