+215.1%
SLB vs HDB
+4,239.1%
-4,024.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +2.6% | +4.1% | -1.5% | +1.2% |
| 30D | +4.4% | +13.0% | -8.6% | -0.1% |
| 3M | -2.7% | +11.3% | -14.0% | -6.7% |
| 6M | -7.5% | +6.9% | -14.5% | -10.7% |
| YTD | +34.8% | -29.6% | +64.5% | +49.0% |
| 1Y | +44.6% | -29.5% | +74.1% | +59.6% |
| 3Y | +3.2% | -8.1% | +11.3% | +1.7% |
| 5Y | +73.6% | -23.4% | +97.0% | +78.0% |
| 10Y | -14.3% | +62.9% | -77.2% | -34.6% |
| All | +215.1% | +4,239.1% | -4,024.0% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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