-0.4%
SLB vs HLT
+99.0%
-99.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -2.4% | -2.6% | +0.1% | -1.4% |
| 30D | +4.9% | -2.6% | +7.5% | +5.9% |
| 3M | +1.4% | -9.4% | +10.8% | +5.5% |
| 6M | +17.6% | +2.7% | +14.9% | +14.4% |
| YTD | +48.3% | +6.8% | +41.6% | +40.8% |
| 1Y | +58.7% | +12.4% | +46.3% | +45.9% |
| All | -0.4% | +99.0% | -99.5% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling