-3.0%
SLB vs HUT
+240.9%
-244.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.6% | -5.4% | +1.5% |
| 7D | -1.2% | +24.8% | -25.9% | -2.9% |
| 30D | +4.5% | -28.4% | +32.9% | +6.5% |
| 3M | -4.6% | -31.2% | +26.6% | -3.0% |
| 6M | -6.3% | -40.2% | +34.0% | -4.6% |
| YTD | +35.0% | +32.9% | +2.0% | +27.0% |
| 1Y | +38.8% | +39.1% | -0.2% | +29.2% |
| 3Y | +3.3% | +462.8% | -459.5% | -20.8% |
| 5Y | +73.6% | -13.9% | +87.5% | +43.3% |
| All | -3.0% | +240.9% | -244.0% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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