-13.1%
SLB vs HST
+133.7%
-146.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +3.5% | +3.6% | -0.1% | +1.3% |
| 30D | +6.5% | +11.2% | -4.7% | -0.3% |
| 3M | -0.2% | +13.1% | -13.3% | -7.6% |
| 6M | -5.7% | +23.9% | -29.6% | -18.1% |
| YTD | +36.8% | +52.3% | -15.4% | +4.2% |
| 1Y | +45.8% | +56.7% | -10.9% | +9.0% |
| 3Y | +3.4% | +87.5% | -84.2% | -32.4% |
| 5Y | +76.1% | +82.8% | -6.7% | +10.0% |
| All | -13.1% | +133.7% | -146.8% | -54.8% |
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