+256.9%
HL vs RIG
-41.2%
+298.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -4.4% | -3.1% | -1.3% | -3.8% |
| 30D | +9.3% | -0.5% | +9.8% | +9.4% |
| 3M | +32.0% | -6.0% | +38.0% | +33.2% |
| 6M | -6.4% | -10.1% | +3.7% | -5.5% |
| YTD | +3.1% | +37.3% | -34.1% | -3.7% |
| 1Y | +77.6% | +73.9% | +3.6% | +57.6% |
| 3Y | +392.8% | -30.2% | +423.0% | +398.7% |
| 5Y | +234.1% | +62.5% | +171.6% | +179.8% |
| All | +256.9% | -41.2% | +298.1% | +160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling