-16.6%
SLB vs BAH
+218.8%
-235.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | -3.7% | -1.5% | -2.2% | -3.4% |
| 30D | +2.9% | +17.3% | -14.3% | -0.9% |
| 3M | +0.2% | +14.9% | -14.6% | -3.3% |
| 6M | -4.4% | +14.2% | -18.7% | -8.1% |
| YTD | +33.4% | +5.1% | +28.3% | +29.2% |
| 1Y | +40.8% | +2.1% | +38.7% | +37.3% |
| 3Y | +3.2% | -26.0% | +29.2% | +4.5% |
| 5Y | +64.8% | +9.0% | +55.8% | +46.2% |
| 10Y | -16.6% | +208.8% | -225.4% | -31.9% |
| All | -16.6% | +218.8% | -235.3% | -31.9% |
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