-14.2%
SLB vs HRB
+243.1%
-257.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.2% | -8.1% | +6.9% | +0.9% |
| 30D | +4.5% | +15.0% | -10.5% | +0.5% |
| 3M | -4.6% | +10.2% | -14.8% | -8.0% |
| 6M | -6.3% | +44.2% | -50.5% | -16.5% |
| YTD | +35.0% | +21.0% | +14.0% | +24.7% |
| 1Y | +38.8% | +12.0% | +26.8% | +31.3% |
| 3Y | +3.3% | +24.9% | -21.7% | -8.1% |
| 5Y | +73.6% | +144.6% | -71.0% | +18.1% |
| 10Y | -14.2% | +229.4% | -243.6% | -49.2% |
| All | -14.2% | +243.1% | -257.3% | -49.2% |
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