+243.3%
HL vs SLB
+128.1%
+115.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +7.1% | +0.4% | +6.6% | +6.9% |
| 30D | +21.4% | +13.6% | +7.9% | +15.2% |
| 3M | +37.4% | +1.5% | +35.9% | +35.6% |
| 6M | +0.4% | +23.0% | -22.6% | -8.8% |
| YTD | +6.7% | +51.2% | -44.5% | -10.4% |
| 1Y | +102.4% | +63.5% | +38.9% | +63.9% |
| 3Y | +417.4% | +2.5% | +414.9% | +399.5% |
| 5Y | +243.3% | +139.2% | +104.1% | +131.5% |
| All | +243.3% | +128.1% | +115.3% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling