+7.8%
HD vs SLB
+64.5%
-56.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -1.1% |
| 7D | +6.4% | -7.7% | +14.1% | +7.4% |
| 30D | +22.1% | -0.7% | +22.8% | +22.0% |
| 3M | -0.2% | 0.0% | -0.2% | -0.5% |
| 6M | +12.6% | -10.4% | +23.0% | +13.6% |
| YTD | +3.9% | +31.5% | -27.6% | -0.6% |
| 1Y | -3.7% | +39.1% | -42.9% | -8.6% |
| 3Y | +27.9% | -5.7% | +33.6% | +24.8% |
| 5Y | +7.8% | +65.4% | -57.6% | +2.4% |
| All | +7.8% | +64.5% | -56.7% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling