-5.8%
SLB vs DHI
+414.5%
-420.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -2.5% | -3.4% | +0.9% | -1.5% |
| 30D | +7.1% | -5.4% | +12.5% | +8.8% |
| 3M | +0.6% | -10.4% | +11.1% | +3.4% |
| 6M | +17.6% | -2.8% | +20.4% | +17.3% |
| YTD | +48.5% | -3.4% | +51.9% | +48.0% |
| 1Y | +59.4% | -22.9% | +82.3% | +69.6% |
| 3Y | -0.4% | +20.7% | -21.0% | -11.7% |
| 5Y | +133.8% | +62.1% | +71.6% | +78.1% |
| All | -5.8% | +414.5% | -420.3% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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