+571.5%
SLB vs HIG
+1,002.1%
-430.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.4% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +15.8% | -3.2% | +19.0% | +16.6% |
| 3M | -0.3% | +9.1% | -9.5% | -2.7% |
| 6M | +21.3% | -1.8% | +23.1% | +21.3% |
| YTD | +52.3% | +1.8% | +50.5% | +50.9% |
| 1Y | +63.6% | +4.6% | +59.0% | +60.9% |
| 3Y | +3.8% | +101.6% | -97.9% | -12.6% |
| 5Y | +128.6% | +124.5% | +4.2% | +88.8% |
| 10Y | -3.1% | +317.8% | -320.9% | -29.3% |
| All | +571.5% | +1,002.1% | -430.5% | +266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling