+495.9%
HPE vs SLB
-4.3%
+500.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.5% | +8.0% |
| 7D | +10.1% | +0.4% | +9.7% | +9.9% |
| 30D | +5.3% | +13.6% | -8.3% | -0.3% |
| 3M | +12.7% | +1.5% | +11.2% | +11.1% |
| 6M | +167.7% | +23.0% | +144.6% | +144.0% |
| YTD | +135.5% | +51.2% | +84.2% | +97.0% |
| 1Y | +143.4% | +63.5% | +79.9% | +96.5% |
| 3Y | +249.2% | +2.5% | +246.7% | +230.8% |
| 5Y | +343.8% | +139.2% | +204.7% | +177.6% |
| 10Y | +495.9% | -4.8% | +500.6% | +331.6% |
| All | +495.9% | -4.3% | +500.2% | +331.6% |
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