+249.6%
HL vs RIG
-16.1%
+265.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -2.9% |
| 7D | -11.1% | +5.7% | -16.9% | -12.4% |
| 30D | -12.1% | -0.7% | -11.4% | -12.9% |
| 3M | -26.1% | -3.1% | -23.0% | -26.4% |
| 6M | -37.7% | -16.3% | -21.4% | -36.1% |
| YTD | -31.7% | +34.1% | -65.8% | -38.8% |
| 1Y | -11.6% | +38.2% | -49.8% | -21.4% |
| 3Y | +249.6% | -15.3% | +264.9% | +267.2% |
| All | +249.6% | -16.1% | +265.7% | +267.2% |
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 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