-13.1%
SLB vs HRB
+221.6%
-234.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | +3.5% | -5.1% | +8.6% | +4.8% |
| 30D | +6.5% | +8.7% | -2.2% | +4.0% |
| 3M | -0.2% | -5.4% | +5.2% | +0.5% |
| 6M | -5.7% | +41.6% | -47.3% | -15.6% |
| YTD | +36.8% | +18.7% | +18.2% | +27.0% |
| 1Y | +45.8% | +16.4% | +29.3% | +36.0% |
| 3Y | +3.4% | +22.0% | -18.6% | -7.5% |
| 5Y | +76.1% | +141.2% | -65.1% | +20.1% |
| All | -13.1% | +221.6% | -234.7% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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