+1.1%
SLB vs HST
+92.1%
-91.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.4% | -2.7% |
| 7D | -4.3% | +0.6% | -4.9% | -4.6% |
| 30D | +1.9% | +14.5% | -12.5% | -5.0% |
| 3M | -5.7% | +15.4% | -21.1% | -12.6% |
| 6M | -5.3% | +22.0% | -27.3% | -15.8% |
| YTD | +32.2% | +54.9% | -22.7% | +1.9% |
| 1Y | +38.5% | +54.0% | -15.5% | +7.0% |
| 3Y | +1.1% | +90.4% | -89.3% | -35.8% |
| All | +1.1% | +92.1% | -91.0% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling