+818.8%
SLB vs HRB
+3,613.7%
-2,794.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.6% |
| 7D | -7.1% | +2.7% | -9.8% | -7.8% |
| 30D | +4.1% | +22.1% | -18.0% | -1.3% |
| 3M | -2.6% | +15.7% | -18.4% | -7.2% |
| 6M | -8.6% | +83.3% | -91.9% | -23.9% |
| YTD | +32.2% | +25.0% | +7.2% | +20.5% |
| 1Y | +40.7% | +6.9% | +33.7% | +33.5% |
| 3Y | -4.5% | +39.0% | -43.6% | -17.1% |
| 5Y | +66.4% | +146.4% | -80.0% | +20.6% |
| 10Y | -15.1% | +254.4% | -269.5% | -47.2% |
| All | +818.8% | +3,613.7% | -2,794.9% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling