+210.0%
SHEL vs BAH
+207.9%
+2.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | +4.1% | +4.3% | -0.1% | +3.4% |
| 30D | +8.4% | -2.5% | +10.8% | +8.7% |
| 3M | +13.7% | -0.9% | +14.6% | +13.5% |
| 6M | +12.7% | +1.5% | +11.2% | +11.8% |
| YTD | +35.3% | -8.0% | +43.3% | +35.4% |
| 1Y | +39.4% | -24.7% | +64.1% | +44.2% |
| 3Y | +71.5% | -28.4% | +99.9% | +72.2% |
| 5Y | +195.0% | +2.8% | +192.2% | +165.9% |
| All | +210.0% | +207.9% | +2.1% | +161.9% |
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