+224.7%
HPE vs SLB
+4.7%
+219.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.3% |
| 7D | +7.9% | +3.5% | +4.4% | +6.4% |
| 30D | -23.5% | +6.5% | -30.0% | -25.1% |
| 3M | -19.1% | -0.2% | -18.8% | -19.1% |
| 6M | +51.4% | -5.7% | +57.1% | +54.5% |
| YTD | +103.4% | +36.8% | +66.6% | +77.3% |
| 1Y | +114.4% | +45.8% | +68.6% | +81.7% |
| 3Y | +224.7% | +3.4% | +221.3% | +211.0% |
| All | +224.7% | +4.7% | +219.9% | +211.0% |
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