+254.2%
HD vs SLB
-16.2%
+270.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +4.3% | -7.1% | +11.4% | +5.7% |
| 30D | +20.2% | +4.1% | +16.1% | +19.1% |
| 3M | -1.0% | -2.6% | +1.6% | -0.9% |
| 6M | +7.9% | -8.6% | +16.5% | +8.8% |
| YTD | +2.0% | +32.2% | -30.2% | -4.3% |
| 1Y | -4.3% | +40.7% | -45.0% | -11.3% |
| 3Y | +25.9% | -4.5% | +30.5% | +23.4% |
| 5Y | +5.8% | +66.4% | -60.5% | -10.3% |
| All | +254.2% | -16.2% | +270.4% | +195.0% |
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