-4.8%
SLB vs HBM
+599.4%
-604.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -2.4% |
| 7D | +0.4% | +7.4% | -6.9% | -1.7% |
| 30D | +13.6% | +5.1% | +8.5% | +11.5% |
| 3M | +1.5% | +11.1% | -9.6% | -3.3% |
| 6M | +23.0% | +30.2% | -7.2% | +9.5% |
| YTD | +51.2% | +46.2% | +5.0% | +28.3% |
| 1Y | +63.5% | +120.0% | -56.6% | +20.3% |
| 3Y | +2.5% | +527.4% | -524.9% | -49.7% |
| 5Y | +139.2% | +400.4% | -261.2% | +18.2% |
| 10Y | -4.8% | +621.5% | -626.3% | -66.1% |
| All | -4.8% | +599.4% | -604.2% | -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