+108.5%
SLB vs HBM
+613.3%
-504.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +0.8% | -6.4% | +7.2% | +2.7% |
| 30D | +15.8% | +5.9% | +9.9% | +13.6% |
| 3M | -0.3% | -8.9% | +8.6% | +0.6% |
| 6M | +21.3% | +10.7% | +10.7% | +14.0% |
| YTD | +52.3% | +38.3% | +14.0% | +33.0% |
| 1Y | +63.6% | +121.3% | -57.7% | +23.2% |
| 3Y | +3.8% | +450.6% | -446.8% | -43.4% |
| 5Y | +128.6% | +338.0% | -209.3% | +26.0% |
| 10Y | -3.1% | +578.6% | -581.7% | -60.8% |
| All | +108.5% | +613.3% | -504.8% | -37.5% |
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