+419.5%
HL vs RIG
-31.2%
+450.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +0.4% | -8.2% | +8.6% | +2.8% |
| 30D | +18.8% | -0.2% | +19.0% | +18.9% |
| 3M | +43.7% | -2.7% | +46.4% | +44.1% |
| 6M | -1.0% | -7.5% | +6.4% | -0.8% |
| YTD | +8.7% | +38.3% | -29.5% | -2.3% |
| 1Y | +105.0% | +81.8% | +23.2% | +69.1% |
| All | +419.5% | -31.2% | +450.7% | +492.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling