+634.9%
HLT vs RIG
-86.6%
+721.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -1.6% | -3.1% | +1.5% | -1.3% |
| 30D | -5.0% | -0.5% | -4.5% | -5.0% |
| 3M | -10.4% | -6.0% | -4.4% | -10.1% |
| 6M | +3.2% | -10.1% | +13.4% | +3.6% |
| YTD | +6.7% | +37.3% | -30.5% | +1.6% |
| 1Y | +10.3% | +73.9% | -63.7% | +1.5% |
| 3Y | +99.3% | -30.2% | +129.5% | +97.7% |
| 5Y | +143.7% | +62.5% | +81.2% | +108.5% |
| 10Y | +584.7% | -42.3% | +627.1% | +437.2% |
| All | +634.9% | -86.6% | +721.5% | +536.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling