+226.3%
SHEL vs BAH
+1,084.3%
-858.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.8% |
| 7D | -6.7% | +0.5% | -7.1% | -6.8% |
| 30D | -2.9% | +18.2% | -21.1% | -6.0% |
| 3M | +9.1% | +13.1% | -4.0% | +6.3% |
| 6M | +17.9% | +15.2% | +2.7% | +14.0% |
| YTD | +36.0% | +6.0% | +30.0% | +32.4% |
| 1Y | +31.8% | +3.1% | +28.7% | +28.8% |
| 3Y | +66.9% | -26.2% | +93.1% | +69.2% |
| 5Y | +160.6% | +9.3% | +151.2% | +136.5% |
| 10Y | +197.5% | +212.3% | -14.8% | +110.2% |
| All | +226.3% | +1,084.3% | -858.0% | +54.7% |
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