+284.2%
HL vs SLB
-4.1%
+288.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +0.4% | -1.9% | +2.2% | +1.1% |
| 30D | +18.8% | +7.8% | +11.0% | +15.2% |
| 3M | +43.7% | +2.7% | +41.0% | +41.0% |
| 6M | -1.0% | +22.2% | -23.2% | -9.7% |
| YTD | +8.7% | +51.1% | -42.4% | -8.6% |
| 1Y | +105.0% | +63.3% | +41.7% | +66.4% |
| 3Y | +427.3% | +2.4% | +424.9% | +404.3% |
| 5Y | +249.3% | +139.3% | +110.0% | +129.7% |
| 10Y | +284.2% | -2.6% | +286.8% | +225.4% |
| All | +284.2% | -4.1% | +288.3% | +225.4% |
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 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