-2.6%
SLB vs HON
+136.6%
-139.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +1.2% |
| 7D | -1.9% | -0.6% | -1.3% | -1.5% |
| 30D | +7.8% | -15.4% | +23.2% | +22.1% |
| 3M | +2.7% | -9.1% | +11.8% | +7.6% |
| 6M | +22.2% | -17.1% | +39.2% | +36.9% |
| YTD | +51.1% | +1.5% | +49.6% | +42.3% |
| 1Y | +63.3% | -1.3% | +64.7% | +56.5% |
| 3Y | +2.4% | +19.5% | -17.1% | -19.6% |
| 5Y | +139.3% | +3.1% | +136.3% | +109.7% |
| 10Y | -2.6% | +138.4% | -141.0% | -46.9% |
| All | -2.6% | +136.6% | -139.2% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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