+220.3%
SHEL vs BAH
+198.8%
+21.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.8% | +1.7% | -0.9% | +0.5% |
| 30D | -3.6% | +20.8% | -24.4% | -6.6% |
| 3M | +12.0% | +11.6% | +0.5% | +9.8% |
| 6M | +19.7% | +23.1% | -3.4% | +15.0% |
| YTD | +39.6% | +5.3% | +34.4% | +36.5% |
| 1Y | +36.4% | +6.1% | +30.3% | +33.0% |
| 3Y | +70.2% | -27.5% | +97.7% | +72.3% |
| 5Y | +169.2% | +6.2% | +163.0% | +143.3% |
| All | +220.3% | +198.8% | +21.6% | +157.1% |
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