-4.5%
SLB vs HBM
+348.5%
-353.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -7.1% | -3.6% | -3.5% | -6.4% |
| 30D | +4.1% | -19.2% | +23.3% | +8.4% |
| 3M | -2.6% | -20.5% | +17.9% | +1.2% |
| 6M | -8.6% | -12.8% | +4.3% | -7.9% |
| YTD | +32.2% | +5.4% | +26.8% | +25.4% |
| 1Y | +40.7% | +33.0% | +7.7% | +26.0% |
| 3Y | -4.5% | +357.3% | -361.8% | -42.1% |
| All | -4.5% | +348.5% | -353.0% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling