+130.0%
HL vs SLB
-12.7%
+142.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.5% |
| 7D | -11.1% | +3.5% | -14.6% | -12.3% |
| 30D | -12.1% | +6.5% | -18.6% | -14.4% |
| 3M | -26.1% | -0.2% | -25.9% | -26.3% |
| 6M | -37.7% | -5.7% | -32.0% | -36.9% |
| YTD | -31.7% | +36.8% | -68.5% | -40.3% |
| 1Y | -11.6% | +45.8% | -57.4% | -24.7% |
| 3Y | +249.6% | +3.4% | +246.3% | +233.2% |
| 5Y | +108.5% | +76.1% | +32.4% | +55.5% |
| All | +130.0% | -12.7% | +142.8% | +98.4% |
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