-2.6%
SLB vs HIG
+314.4%
-317.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -1.9% | -0.5% | -1.4% | -1.6% |
| 30D | +7.8% | -2.8% | +10.6% | +9.6% |
| 3M | +2.7% | +6.3% | -3.7% | -2.2% |
| 6M | +22.2% | -0.1% | +22.3% | +20.4% |
| YTD | +51.1% | +0.4% | +50.7% | +48.0% |
| 1Y | +63.3% | +6.2% | +57.1% | +53.3% |
| 3Y | +2.4% | +101.6% | -99.2% | -39.5% |
| 5Y | +139.3% | +119.8% | +19.5% | +32.3% |
| 10Y | -2.6% | +311.7% | -314.3% | -64.1% |
| All | -2.6% | +314.4% | -317.0% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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