-1.9%
HD vs SLB
+39.9%
-41.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.8% |
| 7D | +3.6% | -3.7% | +7.3% | +4.0% |
| 30D | +21.6% | +2.9% | +18.6% | +20.9% |
| 3M | +0.1% | +0.2% | -0.1% | -0.2% |
| 6M | +13.0% | -4.4% | +17.4% | +12.9% |
| YTD | +4.9% | +33.4% | -28.5% | -3.7% |
| All | -1.9% | +39.9% | -41.8% | -11.7% |
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