+135.5%
HL vs SLB
-16.9%
+152.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -6.9% |
| 7D | +8.2% | -4.3% | +12.5% | +10.1% |
| 30D | -16.3% | +1.9% | -18.2% | -17.0% |
| 3M | -18.6% | -5.7% | -12.8% | -16.9% |
| 6M | -23.2% | -5.3% | -17.8% | -22.2% |
| YTD | -25.5% | +32.2% | -57.6% | -33.9% |
| 1Y | -4.8% | +38.5% | -43.3% | -17.3% |
| 3Y | +281.4% | +1.1% | +280.3% | +266.7% |
| 5Y | +137.8% | +70.3% | +67.6% | +79.7% |
| 10Y | +135.5% | -17.3% | +152.8% | +107.7% |
| All | +135.5% | -16.9% | +152.4% | +107.7% |
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 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