-11.1%
HD vs RIG
-4.9%
-6.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.8% | +0.4% |
| 7D | -2.1% | +0.9% | -2.9% | -1.9% |
| 30D | -8.4% | +13.8% | -22.2% | -6.1% |
| 3M | +4.3% | -6.4% | +10.7% | +4.3% |
| 6M | -11.1% | -8.2% | -3.0% | -11.7% |
| All | -11.1% | -4.9% | -6.3% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling