+59.1%
HL vs SLB
+966.6%
-907.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +1.5% | +0.8% | +0.6% | +1.0% |
| 30D | +25.1% | +15.8% | +9.2% | +16.9% |
| 3M | +22.9% | -0.3% | +23.2% | +22.1% |
| 6M | -4.9% | +21.3% | -26.2% | -13.8% |
| YTD | +7.8% | +52.3% | -44.5% | -11.3% |
| 1Y | +133.9% | +63.6% | +70.3% | +85.5% |
| 3Y | +380.9% | +3.8% | +377.1% | +352.6% |
| 5Y | +230.2% | +128.6% | +101.6% | +109.0% |
| 10Y | +265.6% | -3.1% | +268.6% | +200.3% |
| All | +59.1% | +966.6% | -907.5% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling