-3.1%
SLB vs HAS
+56.8%
-60.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.8% | -1.8% | +2.6% | +1.5% |
| 30D | +15.8% | +2.3% | +13.6% | +14.9% |
| 3M | -0.3% | +10.4% | -10.7% | -4.0% |
| 6M | +21.3% | -3.2% | +24.6% | +21.3% |
| YTD | +52.3% | +15.4% | +36.9% | +43.0% |
| 1Y | +63.6% | +18.8% | +44.8% | +51.9% |
| 3Y | +3.8% | +43.9% | -40.2% | -12.1% |
| 5Y | +128.6% | +13.9% | +114.7% | +105.8% |
| All | -3.1% | +56.8% | -60.0% | -21.5% |
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