-3.1%
SLB vs HST
+97.2%
-100.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +0.8% | -1.0% | +1.9% | +1.4% |
| 30D | +15.8% | -12.3% | +28.1% | +24.4% |
| 3M | -0.3% | -6.4% | +6.0% | +2.7% |
| 6M | +21.3% | +15.0% | +6.3% | +10.1% |
| YTD | +52.3% | +30.5% | +21.8% | +27.8% |
| 1Y | +63.6% | +35.7% | +27.9% | +33.5% |
| 3Y | +3.8% | +68.4% | -64.6% | -27.5% |
| 5Y | +128.6% | +73.1% | +55.5% | +47.6% |
| All | -3.1% | +97.2% | -100.3% | -42.5% |
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