-17.3%
SLB vs HBM
+301.8%
-319.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +0.1% |
| 7D | -4.3% | +2.4% | -6.7% | -5.1% |
| 30D | +1.9% | -16.0% | +17.9% | +6.8% |
| 3M | -5.7% | -21.3% | +15.6% | +0.2% |
| 6M | -5.3% | -12.2% | +6.9% | -4.8% |
| YTD | +32.2% | +10.7% | +21.5% | +20.8% |
| 1Y | +38.5% | +30.3% | +8.2% | +19.7% |
| 3Y | +1.1% | +432.2% | -431.1% | -48.6% |
| 5Y | +70.3% | +218.8% | -148.5% | -4.5% |
| 10Y | -17.3% | +281.4% | -298.6% | -66.1% |
| All | -17.3% | +301.8% | -319.1% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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