-0.4%
SLB vs DHI
+19.0%
-19.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.3% |
| 7D | -2.4% | -6.1% | +3.7% | -1.2% |
| 30D | +4.9% | -10.1% | +15.0% | +7.1% |
| 3M | +1.4% | -7.3% | +8.7% | +2.5% |
| 6M | +17.6% | -6.1% | +23.8% | +18.1% |
| YTD | +48.3% | -5.0% | +53.4% | +48.2% |
| 1Y | +58.7% | -22.1% | +80.8% | +64.6% |
| All | -0.4% | +19.0% | -19.5% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling