-13.1%
SLB vs HWM
+1,487.1%
-1,500.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | +3.5% | +7.3% | -3.8% | +0.1% |
| 30D | +6.5% | +1.6% | +4.9% | +4.7% |
| 3M | -0.2% | -21.9% | +21.6% | +9.8% |
| 6M | -5.7% | -19.0% | +13.3% | +1.2% |
| YTD | +36.8% | +7.9% | +28.9% | +25.3% |
| 1Y | +45.8% | +9.9% | +35.8% | +31.8% |
| 3Y | +3.4% | +342.1% | -338.8% | -57.7% |
| 5Y | +76.1% | +600.8% | -524.6% | -44.6% |
| All | -13.1% | +1,487.1% | -1,500.2% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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