+17.0%
SLB vs USHY
+50.7%
-33.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | -0.1% | +1.0% | +1.1% |
| 30D | +15.8% | +0.1% | +15.7% | +15.6% |
| 3M | -0.3% | +0.8% | -1.2% | -2.0% |
| 6M | +21.3% | +1.7% | +19.6% | +17.3% |
| YTD | +52.3% | +2.5% | +49.8% | +45.2% |
| 1Y | +63.6% | +4.4% | +59.2% | +50.3% |
| 3Y | +3.8% | +27.4% | -23.6% | -34.9% |
| 5Y | +128.6% | +21.7% | +106.9% | +61.7% |
| All | +17.0% | +50.7% | -33.8% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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