-19.8%
HD vs RIG
+97.6%
-117.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.8% | +0.8% |
| 7D | -2.1% | +0.9% | -2.9% | -2.0% |
| 30D | -8.4% | +13.8% | -22.2% | -7.9% |
| 3M | +4.3% | -6.4% | +10.7% | +4.7% |
| 6M | -11.1% | -8.2% | -3.0% | -11.1% |
| YTD | -4.7% | +41.6% | -46.3% | -5.6% |
| 1Y | -19.8% | +88.7% | -108.5% | -20.6% |
| All | -19.8% | +97.6% | -117.4% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling