-14.2%
SLB vs HST
+143.8%
-158.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.5% |
| 7D | -1.2% | -1.3% | +0.1% | -0.5% |
| 30D | +4.5% | +13.4% | -8.9% | -3.3% |
| 3M | -4.6% | +16.7% | -21.3% | -13.3% |
| 6M | -6.3% | +24.0% | -30.3% | -18.6% |
| YTD | +35.0% | +54.0% | -19.0% | +2.2% |
| 1Y | +38.8% | +55.0% | -16.2% | +4.5% |
| 3Y | +3.3% | +89.3% | -86.1% | -32.7% |
| 5Y | +73.6% | +85.4% | -11.8% | +7.6% |
| 10Y | -14.2% | +137.1% | -151.4% | -55.4% |
| All | -14.2% | +143.8% | -158.0% | -55.4% |
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