+248.6%
HD vs SLB
-12.7%
+261.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +1.5% | +3.5% | -2.0% | +0.9% |
| 30D | +18.0% | +6.5% | +11.5% | +16.5% |
| 3M | +2.8% | -0.2% | +3.0% | +2.5% |
| 6M | +17.0% | -5.7% | +22.7% | +17.4% |
| YTD | +3.5% | +36.8% | -33.3% | -3.5% |
| 1Y | -2.6% | +45.8% | -48.4% | -10.3% |
| 3Y | +30.7% | +3.4% | +27.4% | +26.3% |
| 5Y | +6.2% | +76.1% | -69.9% | -10.9% |
| All | +248.6% | -12.7% | +261.3% | +189.2% |
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