+32.6%
HD vs RIG
-23.7%
+56.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +2.9% |
| 7D | +3.6% | -17.0% | +20.6% | +4.3% |
| 30D | +21.6% | -6.2% | +27.7% | +21.5% |
| 3M | +0.1% | -1.7% | +1.8% | -0.3% |
| 6M | +13.0% | -19.2% | +32.2% | +13.7% |
| YTD | +4.9% | +25.2% | -20.2% | +1.1% |
| 1Y | -2.1% | +29.9% | -32.0% | -6.0% |
| 3Y | +32.6% | -21.3% | +53.9% | +32.3% |
| All | +32.6% | -23.7% | +56.3% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling