+25.0%
HL vs RIG
+43.0%
-18.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -7.6% | +20.8% | +15.2% |
| 7D | +0.2% | -18.8% | +19.0% | +5.7% |
| 30D | -12.1% | -1.1% | -11.0% | -13.5% |
| 3M | -2.8% | +4.4% | -7.2% | -6.3% |
| 6M | -14.9% | -20.8% | +5.9% | -10.9% |
| YTD | -22.0% | +32.0% | -54.0% | -38.2% |
| 1Y | +25.0% | +39.7% | -14.7% | -6.0% |
| All | +25.0% | +43.0% | -18.0% | -6.0% |
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