-3.2%
SLB vs HWM
+1,494.1%
-1,497.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.4% |
| 7D | +0.8% | -2.1% | +2.9% | +1.3% |
| 30D | +15.8% | -11.0% | +26.8% | +21.6% |
| 3M | -0.3% | +4.0% | -4.4% | -3.6% |
| 6M | +21.3% | -0.2% | +21.6% | +18.4% |
| YTD | +52.3% | +26.7% | +25.7% | +31.3% |
| 1Y | +63.6% | +44.7% | +18.9% | +31.1% |
| 3Y | +3.8% | +426.1% | -422.3% | -60.2% |
| 5Y | +128.6% | +738.5% | -609.9% | -32.6% |
| All | -3.2% | +1,494.1% | -1,497.3% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling