+216.1%
SHEL vs BAH
+199.5%
+16.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -1.6% | -2.6% | +1.0% | -1.2% |
| 30D | -4.3% | +20.4% | -24.7% | -7.2% |
| 3M | +10.4% | +11.9% | -1.5% | +8.1% |
| 6M | +17.5% | +17.1% | +0.4% | +13.9% |
| YTD | +37.8% | +5.5% | +32.3% | +34.7% |
| 1Y | +33.8% | +5.6% | +28.2% | +30.6% |
| 3Y | +69.1% | -26.5% | +95.6% | +70.7% |
| 5Y | +165.7% | +6.5% | +159.2% | +140.0% |
| All | +216.1% | +199.5% | +16.6% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling