-5.8%
SLB vs HLT
+590.2%
-596.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.5% | -1.6% | -0.9% | -1.6% |
| 30D | +7.1% | -5.0% | +12.1% | +10.2% |
| 3M | +0.6% | -10.4% | +11.0% | +6.7% |
| 6M | +17.6% | +3.2% | +14.4% | +13.8% |
| YTD | +48.5% | +6.7% | +41.7% | +40.2% |
| 1Y | +59.4% | +10.3% | +49.1% | +46.9% |
| 3Y | -0.4% | +99.3% | -99.7% | -37.3% |
| 5Y | +133.8% | +143.7% | -9.9% | +22.1% |
| All | -5.8% | +590.2% | -596.0% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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