-14.9%
HAL vs RIG
-46.1%
+31.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.0% | +1.4% |
| 7D | +6.1% | +5.7% | +0.4% | +3.8% |
| 30D | +2.9% | -0.7% | +3.6% | +2.7% |
| 3M | +3.3% | -3.1% | +6.5% | +3.8% |
| 6M | -16.9% | -16.3% | -0.6% | -12.1% |
| YTD | +21.2% | +34.1% | -13.0% | +4.0% |
| 1Y | +27.5% | +38.2% | -10.6% | +7.9% |
| 3Y | -6.4% | -15.3% | +8.8% | -10.6% |
| 5Y | +58.0% | +62.5% | -4.5% | +6.3% |
| All | -14.9% | -46.1% | +31.2% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling