-17.1%
SLB vs HST
+142.8%
-160.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.1% | -2.7% | -4.4% | -5.7% |
| 30D | +4.1% | +10.7% | -6.6% | -2.2% |
| 3M | -2.6% | +6.3% | -8.9% | -6.5% |
| 6M | -8.6% | +19.0% | -27.5% | -18.6% |
| YTD | +32.2% | +47.0% | -14.8% | +3.0% |
| 1Y | +40.7% | +53.4% | -12.8% | +6.6% |
| 3Y | -4.5% | +78.0% | -82.5% | -35.4% |
| 5Y | +66.4% | +71.7% | -5.3% | +8.4% |
| All | -17.1% | +142.8% | -160.0% | -55.5% |
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