-7.6%
SLB vs HLT
+637.7%
-645.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | +0.5% |
| 7D | +0.4% | -2.4% | +2.8% | +1.7% |
| 30D | +13.6% | -4.1% | +17.7% | +15.9% |
| 3M | +1.5% | -10.6% | +12.1% | +7.3% |
| 6M | +23.0% | +2.0% | +21.0% | +20.1% |
| YTD | +51.2% | +6.1% | +45.1% | +44.0% |
| 1Y | +63.5% | +9.8% | +53.7% | +52.0% |
| 3Y | +2.5% | +99.0% | -96.5% | -32.8% |
| 5Y | +139.2% | +151.5% | -12.3% | +30.9% |
| 10Y | -4.8% | +561.1% | -565.9% | -66.1% |
| All | -7.6% | +637.7% | -645.2% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling