+2.1%
SLB vs HWM
+440.4%
-438.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | +0.8% | -2.1% | +2.9% | +1.1% |
| 30D | +15.8% | -11.0% | +26.8% | +18.8% |
| 3M | -0.3% | +4.0% | -4.4% | -1.9% |
| 6M | +21.3% | -0.2% | +21.6% | +20.2% |
| YTD | +52.3% | +26.7% | +25.7% | +40.4% |
| 1Y | +63.6% | +44.7% | +18.9% | +44.6% |
| All | +2.1% | +440.4% | -438.3% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling