+31,139.8%
HD vs SLB
+966.6%
+30,173.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -8.4% | +15.8% | -24.2% | -11.6% |
| 3M | +4.3% | -0.3% | +4.7% | +3.8% |
| 6M | -11.1% | +21.3% | -32.5% | -15.7% |
| YTD | -4.7% | +52.3% | -57.0% | -14.4% |
| 1Y | -19.8% | +63.6% | -83.4% | -29.4% |
| 3Y | +4.1% | +3.8% | +0.3% | -0.1% |
| 5Y | +10.3% | +128.6% | -118.3% | -16.2% |
| 10Y | +203.2% | -3.1% | +206.2% | +157.5% |
| All | +31,139.8% | +966.6% | +30,173.2% | +11,742.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling