+139.3%
SLB vs HLT
+153.7%
-14.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -1.9% | -1.5% | -0.4% | -1.3% |
| 30D | +7.8% | -1.2% | +9.0% | +8.2% |
| 3M | +2.7% | -10.3% | +13.0% | +7.3% |
| 6M | +22.2% | +1.3% | +20.9% | +20.1% |
| YTD | +51.1% | +7.0% | +44.1% | +44.3% |
| 1Y | +63.3% | +11.9% | +51.5% | +52.2% |
| 3Y | +2.4% | +100.7% | -98.2% | -27.5% |
| 5Y | +139.3% | +147.5% | -8.2% | +37.8% |
| All | +139.3% | +153.7% | -14.4% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling