-14.3%
SLB vs HWM
+1,278.2%
-1,292.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.1% | +1.1% |
| 7D | -1.2% | +5.0% | -6.1% | -3.5% |
| 30D | +4.5% | +1.5% | +3.0% | +2.7% |
| 3M | -4.6% | -20.3% | +15.8% | +4.0% |
| 6M | -6.3% | -18.0% | +11.8% | 0.0% |
| YTD | +35.0% | +9.5% | +25.5% | +22.8% |
| 1Y | +38.8% | +7.5% | +31.3% | +27.2% |
| 3Y | +3.3% | +355.7% | -352.4% | -58.1% |
| 5Y | +73.6% | +610.2% | -536.6% | -45.3% |
| 10Y | -14.2% | +1,516.8% | -1,531.0% | -81.0% |
| All | -14.3% | +1,278.2% | -1,292.5% | -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 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