-4.8%
SLB vs BAH
+182.5%
-187.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +0.4% | -4.3% | +4.8% | +1.4% |
| 30D | +13.6% | -4.5% | +18.1% | +14.7% |
| 3M | +1.5% | -7.6% | +9.1% | +3.1% |
| 6M | +23.0% | -10.6% | +33.6% | +25.2% |
| YTD | +51.2% | -12.6% | +63.8% | +53.4% |
| 1Y | +63.5% | -27.0% | +90.5% | +72.6% |
| 3Y | +2.5% | -31.5% | +34.0% | +5.1% |
| 5Y | +139.2% | -3.8% | +143.0% | +118.3% |
| 10Y | -4.8% | +183.9% | -188.7% | -24.7% |
| All | -4.8% | +182.5% | -187.3% | -24.7% |
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 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