+5,519.0%
HD vs RIG
-40.2%
+5,559.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.8% | +1.2% |
| 7D | -2.1% | +0.9% | -2.9% | -2.2% |
| 30D | -8.4% | +13.8% | -22.2% | -9.7% |
| 3M | +4.3% | -6.4% | +10.7% | +4.6% |
| 6M | -11.1% | -8.2% | -3.0% | -11.1% |
| YTD | -4.7% | +41.6% | -46.3% | -9.3% |
| 1Y | -19.8% | +88.7% | -108.5% | -26.4% |
| 3Y | +4.1% | -30.9% | +35.0% | +3.5% |
| 5Y | +10.3% | +57.7% | -47.4% | -4.9% |
| 10Y | +203.2% | -39.3% | +242.4% | +136.2% |
| All | +5,519.0% | -40.2% | +5,559.2% | +3,713.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling