+211.8%
SHEL vs BAH
+886.2%
-674.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.9% |
| 7D | +2.2% | -3.2% | +5.5% | +2.9% |
| 30D | +6.8% | +2.0% | +4.8% | +6.4% |
| 3M | +8.1% | -7.6% | +15.7% | +9.3% |
| 6M | +14.4% | -5.7% | +20.1% | +14.8% |
| YTD | +30.0% | -11.7% | +41.7% | +31.2% |
| 1Y | +33.3% | -27.4% | +60.7% | +39.4% |
| 3Y | +66.4% | -32.5% | +99.0% | +70.8% |
| 5Y | +178.6% | -3.3% | +181.9% | +157.6% |
| 10Y | +198.4% | +186.0% | +12.4% | +113.5% |
| All | +211.8% | +886.2% | -674.4% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling