+161.7%
SHEL vs BAH
+9.4%
+152.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.7% |
| 7D | -6.7% | +0.5% | -7.1% | -6.7% |
| 30D | -2.9% | +18.2% | -21.1% | -4.3% |
| 3M | +9.1% | +13.1% | -4.0% | +7.8% |
| 6M | +17.9% | +15.2% | +2.7% | +16.0% |
| YTD | +36.0% | +6.0% | +30.0% | +34.2% |
| 1Y | +31.8% | +3.1% | +28.7% | +30.3% |
| 3Y | +66.9% | -26.2% | +93.1% | +65.7% |
| All | +161.7% | +9.4% | +152.3% | +145.5% |
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