-23.2%
HD vs RIG
+85.2%
-108.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.4% |
| 7D | -1.2% | -2.7% | +1.5% | -1.3% |
| 30D | -11.1% | +9.5% | -20.6% | -10.7% |
| 3M | +2.0% | -6.6% | +8.7% | +2.3% |
| 6M | -10.5% | -2.9% | -7.6% | -10.8% |
| YTD | -6.9% | +39.5% | -46.3% | -7.9% |
| 1Y | -23.2% | +82.3% | -105.5% | -24.1% |
| All | -23.2% | +85.2% | -108.4% | -24.1% |
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