+365.4%
HPE vs SLB
-15.8%
+381.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.8% |
| 7D | -7.1% | -3.7% | -3.4% | -5.6% |
| 30D | -35.3% | +2.9% | -38.2% | -35.9% |
| 3M | -10.4% | +0.2% | -10.7% | -10.8% |
| 6M | +52.5% | -4.4% | +56.9% | +54.2% |
| YTD | +100.3% | +33.4% | +66.9% | +76.2% |
| 1Y | +106.4% | +40.8% | +65.6% | +77.4% |
| 3Y | +227.4% | +3.2% | +224.2% | +210.7% |
| 5Y | +250.6% | +64.8% | +185.8% | +157.6% |
| 10Y | +365.4% | -16.6% | +381.9% | +250.6% |
| All | +365.4% | -15.8% | +381.2% | +250.6% |
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