+69.7%
SHEL vs BAH
-32.1%
+101.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +2.6% |
| 7D | +1.9% | -4.3% | +6.3% | +2.1% |
| 30D | +8.7% | -4.5% | +13.1% | +8.9% |
| 3M | +11.0% | -7.6% | +18.6% | +11.1% |
| 6M | +14.6% | -10.6% | +25.2% | +14.8% |
| YTD | +33.3% | -12.6% | +45.8% | +33.4% |
| 1Y | +37.9% | -27.0% | +64.9% | +39.1% |
| 3Y | +69.7% | -31.5% | +101.2% | +67.0% |
| All | +69.7% | -32.1% | +101.9% | +67.0% |
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