+45.9%
HLT vs RIG
+43.0%
+2.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.6% | +11.1% | +3.0% |
| 7D | +7.7% | -18.8% | +26.5% | +6.5% |
| 30D | +19.1% | -1.1% | +20.2% | +18.9% |
| 3M | +20.7% | +4.4% | +16.3% | +20.9% |
| 6M | +21.0% | -20.8% | +41.8% | +20.9% |
| YTD | +31.3% | +32.0% | -0.7% | +25.1% |
| 1Y | +45.9% | +39.7% | +6.1% | +37.3% |
| All | +45.9% | +43.0% | +2.8% | +37.3% |
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