+7.4%
HAL vs RIG
-44.3%
+51.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -1.3% | -8.2% | +6.9% | +2.1% |
| 30D | +10.9% | -0.2% | +11.1% | +10.9% |
| 3M | -5.8% | -2.7% | -3.1% | -5.2% |
| 6M | +8.1% | -7.5% | +15.6% | +10.0% |
| YTD | +33.2% | +38.3% | -5.1% | +13.9% |
| 1Y | +74.2% | +81.8% | -7.7% | +31.4% |
| 3Y | -3.7% | -30.2% | +26.5% | 0.0% |
| 5Y | +111.9% | +59.9% | +51.9% | +44.0% |
| 10Y | +7.4% | -41.9% | +49.3% | -29.3% |
| All | +7.4% | -44.3% | +51.7% | -29.3% |
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