-17.1%
SLB vs HWM
+1,472.2%
-1,489.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.9% | -0.6% |
| 7D | -7.1% | +3.3% | -10.4% | -8.9% |
| 30D | +4.1% | -7.6% | +11.7% | +7.0% |
| 3M | -2.6% | -28.9% | +26.3% | +12.1% |
| 6M | -8.6% | -19.7% | +11.1% | -1.9% |
| YTD | +32.2% | +0.5% | +31.7% | +25.2% |
| 1Y | +40.7% | +0.3% | +40.4% | +33.0% |
| 3Y | -4.5% | +325.8% | -330.4% | -60.2% |
| 5Y | +66.4% | +524.7% | -458.4% | -44.4% |
| All | -17.1% | +1,472.2% | -1,489.3% | -81.1% |
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