-2.6%
HD vs RIG
+28.2%
-30.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +5.2% | -12.2% | +17.4% | +4.2% |
| 30D | +20.7% | -6.0% | +26.7% | +19.9% |
| 3M | +0.8% | -9.4% | +10.2% | 0.0% |
| 6M | +12.2% | -19.1% | +31.3% | +11.5% |
| YTD | +4.2% | +25.4% | -21.2% | -0.7% |
| 1Y | -2.6% | +23.3% | -25.9% | -7.6% |
| All | -2.6% | +28.2% | -30.8% | -7.6% |
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