+132.3%
HON vs RIG
-41.2%
+173.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -3.5% | -3.1% | -0.4% | -3.2% |
| 30D | -13.8% | -0.5% | -13.2% | -13.8% |
| 3M | -11.7% | -6.0% | -5.7% | -11.4% |
| 6M | -18.7% | -10.1% | -8.6% | -18.5% |
| YTD | +0.2% | +37.3% | -37.0% | -4.0% |
| 1Y | -3.1% | +73.9% | -77.0% | -9.8% |
| 3Y | +17.0% | -30.2% | +47.1% | +16.1% |
| 5Y | +2.0% | +62.5% | -60.4% | -11.7% |
| All | +132.3% | -41.2% | +173.5% | +80.7% |
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