+62.5%
SLB vs BAH
+8.3%
+54.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.3% |
| 7D | -7.1% | -3.5% | -3.6% | -6.6% |
| 30D | +4.1% | +24.3% | -20.2% | 0.0% |
| 3M | -2.6% | +16.3% | -19.0% | -5.5% |
| 6M | -8.6% | +13.6% | -22.1% | -11.3% |
| YTD | +32.2% | +3.5% | +28.7% | +29.0% |
| 1Y | +40.7% | +2.7% | +38.0% | +37.5% |
| 3Y | -4.5% | -26.6% | +22.0% | -5.2% |
| All | +62.5% | +8.3% | +54.3% | +46.4% |
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