-16.6%
SLB vs HAS
+106.1%
-122.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | -3.7% | +2.2% | -5.9% | -4.4% |
| 30D | +2.9% | +29.6% | -26.7% | -5.8% |
| 3M | +0.2% | +30.3% | -30.0% | -8.5% |
| 6M | -4.4% | +25.6% | -30.0% | -12.3% |
| YTD | +33.4% | +50.8% | -17.4% | +14.3% |
| 1Y | +40.8% | +63.0% | -22.2% | +17.4% |
| 3Y | +3.2% | +211.6% | -208.4% | -32.9% |
| 5Y | +64.8% | +50.4% | +14.4% | +35.0% |
| 10Y | -16.6% | +101.9% | -118.4% | -39.4% |
| All | -16.6% | +106.1% | -122.6% | -39.4% |
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