+84.8%
SLB vs HBM
+470.7%
-386.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | -1.2% | -1.3% | +0.1% | -1.0% |
| 30D | +4.5% | -14.8% | +19.3% | +8.8% |
| 3M | -4.6% | -20.7% | +16.1% | +0.8% |
| 6M | -6.3% | -13.9% | +7.7% | -5.2% |
| YTD | +35.0% | +10.6% | +24.3% | +24.5% |
| 1Y | +38.8% | +32.4% | +6.4% | +21.2% |
| 3Y | +3.3% | +432.0% | -428.7% | -43.4% |
| 5Y | +73.6% | +205.5% | -131.9% | +5.4% |
| 10Y | -14.2% | +291.1% | -305.3% | -59.9% |
| All | +84.8% | +470.7% | -386.0% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling