+257.9%
HD vs SLB
-15.8%
+273.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | +3.6% | -3.7% | +7.3% | +4.3% |
| 30D | +21.6% | +2.9% | +18.6% | +20.7% |
| 3M | +0.1% | +0.2% | -0.1% | -0.3% |
| 6M | +13.0% | -4.4% | +17.4% | +13.0% |
| YTD | +4.9% | +33.4% | -28.5% | -1.7% |
| 1Y | -2.1% | +40.8% | -42.9% | -9.2% |
| 3Y | +32.6% | +3.2% | +29.4% | +28.1% |
| 5Y | +8.2% | +64.8% | -56.6% | -8.0% |
| 10Y | +257.9% | -16.6% | +274.5% | +196.9% |
| All | +257.9% | -15.8% | +273.7% | +196.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling