-4.5%
SLB vs HIG
+89.3%
-93.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +1.1% |
| 7D | -7.1% | +1.1% | -8.2% | -7.4% |
| 30D | +4.1% | +5.6% | -1.5% | +2.3% |
| 3M | -2.6% | -6.9% | +4.2% | -1.0% |
| 6M | -8.6% | +1.3% | -9.8% | -9.8% |
| YTD | +32.2% | -1.5% | +33.7% | +31.3% |
| 1Y | +40.7% | +6.6% | +34.0% | +34.9% |
| 3Y | -4.5% | +91.2% | -95.7% | -23.7% |
| All | -4.5% | +89.3% | -93.8% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling