+5,911.4%
HD vs RIG
-46.4%
+5,957.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.6% | -2.1% |
| 7D | +4.3% | -24.5% | +28.8% | +7.2% |
| 30D | +20.2% | -2.8% | +23.0% | +20.2% |
| 3M | -1.0% | +1.6% | -2.6% | -1.7% |
| 6M | +7.9% | -15.9% | +23.8% | +8.8% |
| YTD | +2.0% | +26.9% | -24.9% | -2.3% |
| 1Y | -4.3% | +34.4% | -38.7% | -9.0% |
| 3Y | +25.9% | -21.2% | +47.1% | +23.0% |
| 5Y | +5.8% | +46.4% | -40.5% | -8.1% |
| 10Y | +262.5% | -45.8% | +308.3% | +185.7% |
| All | +5,911.4% | -46.4% | +5,957.8% | +4,008.2% |
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