-4.6%
HD vs RIG
+43.0%
-47.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -7.6% | +14.2% | +5.9% |
| 7D | +11.9% | -18.8% | +30.7% | +10.3% |
| 30D | +26.4% | -1.1% | +27.5% | +26.0% |
| 3M | +2.8% | +4.4% | -1.6% | +2.9% |
| 6M | +15.5% | -20.8% | +36.3% | +15.5% |
| YTD | +5.5% | +32.0% | -26.4% | +1.1% |
| 1Y | -4.6% | +39.7% | -44.3% | -9.9% |
| All | -4.6% | +43.0% | -47.6% | -9.9% |
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