-4.8%
HL vs SLB
+38.6%
-43.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -17.1% |
| 3M | -18.6% | -5.7% | -12.8% | -16.7% |
| 6M | -23.2% | -5.3% | -17.8% | -21.0% |
| YTD | -25.5% | +32.2% | -57.6% | -27.8% |
| 1Y | -4.8% | +38.5% | -43.3% | -6.1% |
| All | -4.8% | +38.6% | -43.4% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling