+255.0%
HL vs SLB
-6.1%
+261.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +8.9% | -7.1% | +16.1% | +12.1% |
| 30D | -10.1% | +4.1% | -14.2% | -11.6% |
| 3M | -7.0% | -2.6% | -4.4% | -6.4% |
| 6M | -18.8% | -8.6% | -10.2% | -16.2% |
| YTD | -23.1% | +32.2% | -55.3% | -31.1% |
| 1Y | +8.9% | +40.7% | -31.8% | -4.8% |
| 3Y | +255.0% | -4.5% | +259.5% | +284.5% |
| All | +255.0% | -6.1% | +261.1% | +284.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling