+958.5%
SLB vs HAL
+597.8%
+360.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | +0.8% | +2.9% | -2.1% | -1.0% |
| 30D | +15.8% | +17.0% | -1.2% | +4.7% |
| 3M | -0.3% | -9.7% | +9.3% | +6.4% |
| 6M | +21.3% | +8.6% | +12.7% | +14.6% |
| YTD | +52.3% | +33.0% | +19.3% | +26.5% |
| 1Y | +63.6% | +68.3% | -4.7% | +15.7% |
| 3Y | +3.8% | +0.1% | +3.7% | +1.6% |
| 5Y | +128.6% | +102.6% | +26.0% | +44.1% |
| 10Y | -3.1% | +3.8% | -6.9% | -15.6% |
| All | +958.5% | +597.8% | +360.7% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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