-17.1%
SLB vs HAS
+101.4%
-118.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -7.1% | -0.2% | -7.0% | -7.1% |
| 30D | +4.1% | +31.0% | -26.9% | -5.1% |
| 3M | -2.6% | +30.7% | -33.3% | -11.2% |
| 6M | -8.6% | +23.9% | -32.5% | -15.7% |
| YTD | +32.2% | +48.3% | -16.1% | +13.9% |
| 1Y | +40.7% | +60.2% | -19.6% | +17.9% |
| 3Y | -4.5% | +189.2% | -193.7% | -36.3% |
| 5Y | +66.4% | +50.4% | +15.9% | +36.2% |
| All | -17.1% | +101.4% | -118.5% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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