+298.8%
HPE vs SLB
+132.5%
+166.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | -2.3% | +15.8% | -18.1% | -7.3% |
| 3M | -2.9% | -0.3% | -2.5% | -3.3% |
| 6M | +143.6% | +21.3% | +122.2% | +126.6% |
| YTD | +118.5% | +52.3% | +66.2% | +88.0% |
| 1Y | +129.2% | +63.6% | +65.6% | +91.7% |
| 3Y | +212.5% | +3.8% | +208.8% | +194.1% |
| All | +298.8% | +132.5% | +166.2% | +172.2% |
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 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