-19.8%
HD vs SLB
+68.3%
-88.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | -2.1% | +0.8% | -2.9% | -2.1% |
| 30D | -8.4% | +15.8% | -24.2% | -10.0% |
| 3M | +4.3% | -0.3% | +4.7% | +4.8% |
| 6M | -11.1% | +21.3% | -32.5% | -14.3% |
| YTD | -4.7% | +52.3% | -57.0% | -10.5% |
| 1Y | -19.8% | +63.6% | -83.4% | -25.5% |
| All | -19.8% | +68.3% | -88.1% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 1y: compounded portfolio wealth divided by compounded SLB 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…
1y analysis · Full analysis span regression · 6 months rolling