-17.3%
SLB vs HST
+143.2%
-160.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.4% | -3.2% |
| 7D | -4.3% | +0.6% | -4.9% | -4.8% |
| 30D | +1.9% | +14.5% | -12.5% | -6.2% |
| 3M | -5.7% | +15.4% | -21.1% | -13.8% |
| 6M | -5.3% | +22.0% | -27.3% | -17.1% |
| YTD | +32.2% | +54.9% | -22.7% | -0.3% |
| 1Y | +38.5% | +54.0% | -15.5% | +4.7% |
| 3Y | +1.1% | +90.4% | -89.3% | -34.3% |
| 5Y | +70.3% | +84.2% | -14.0% | +6.1% |
| 10Y | -17.3% | +144.6% | -161.9% | -56.9% |
| All | -17.3% | +143.2% | -160.5% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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