-14.4%
SLB vs HAS
+99.1%
-113.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.6% |
| 7D | +2.6% | +1.6% | +0.9% | +2.0% |
| 30D | +4.4% | +26.6% | -22.2% | -3.7% |
| 3M | -2.7% | +29.0% | -31.7% | -10.9% |
| 6M | -7.5% | +30.6% | -38.1% | -16.2% |
| YTD | +34.8% | +51.5% | -16.7% | +15.3% |
| 1Y | +44.6% | +58.5% | -13.9% | +21.7% |
| 3Y | +3.2% | +214.1% | -210.9% | -33.2% |
| 5Y | +73.6% | +50.2% | +23.3% | +42.3% |
| All | -14.4% | +99.1% | -113.4% | -38.9% |
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