-13.1%
SLB vs HBM
+281.1%
-294.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +3.5% | +2.2% | +1.3% | +2.7% |
| 30D | +6.5% | -11.8% | +18.3% | +10.1% |
| 3M | -0.2% | -19.2% | +19.0% | +5.2% |
| 6M | -5.7% | -22.9% | +17.2% | -1.3% |
| YTD | +36.8% | +7.8% | +29.0% | +26.0% |
| 1Y | +45.8% | +34.9% | +10.9% | +24.8% |
| 3Y | +3.4% | +422.2% | -418.8% | -47.2% |
| 5Y | +76.1% | +192.8% | -116.7% | +1.6% |
| All | -13.1% | +281.1% | -294.2% | -63.9% |
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