+130.8%
SLB vs HIG
+124.5%
+6.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.8% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | +15.8% | -3.2% | +19.0% | +17.7% |
| 3M | -0.3% | +9.1% | -9.5% | -6.1% |
| 6M | +21.3% | -1.8% | +23.1% | +21.3% |
| YTD | +52.3% | +1.8% | +50.5% | +48.8% |
| 1Y | +63.6% | +4.6% | +59.0% | +56.5% |
| 3Y | +3.8% | +101.6% | -97.9% | -38.9% |
| All | +130.8% | +124.5% | +6.3% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling