+621.7%
HPE vs SLB
+6.6%
+615.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | -0.6% | +0.8% | -1.4% | -1.0% |
| 30D | -2.3% | +15.8% | -18.1% | -8.3% |
| 3M | -2.9% | -0.3% | -2.5% | -3.5% |
| 6M | +143.6% | +21.3% | +122.2% | +122.8% |
| YTD | +118.5% | +52.3% | +66.2% | +81.5% |
| 1Y | +129.2% | +63.6% | +65.6% | +83.9% |
| 3Y | +212.5% | +3.8% | +208.8% | +194.3% |
| 5Y | +286.9% | +128.6% | +158.3% | +143.2% |
| 10Y | +432.3% | -3.1% | +435.4% | +324.1% |
| All | +621.7% | +6.6% | +615.1% | +441.1% |
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