-16.5%
SLB vs HWM
+1,135.2%
-1,151.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.2% | -1.0% |
| 7D | -7.7% | -2.4% | -5.3% | -7.1% |
| 30D | -0.7% | -13.3% | +12.5% | +5.1% |
| 3M | 0.0% | -31.0% | +31.0% | +16.7% |
| 6M | -10.4% | -17.1% | +6.7% | -5.6% |
| YTD | +31.5% | -1.9% | +33.3% | +26.0% |
| 1Y | +39.1% | -2.4% | +41.6% | +33.3% |
| 3Y | -5.7% | +322.2% | -327.9% | -60.5% |
| 5Y | +65.4% | +509.8% | -444.4% | -43.9% |
| 10Y | -15.6% | +1,453.8% | -1,469.4% | -80.3% |
| All | -16.5% | +1,135.2% | -1,151.7% | -80.5% |
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