+16.9%
HON vs RIG
-30.5%
+47.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -2.6% | -4.2% | +1.5% | -2.3% |
| 30D | -11.9% | -0.7% | -11.2% | -11.9% |
| 3M | -6.1% | -4.0% | -2.1% | -6.0% |
| 6M | -19.2% | -6.3% | -12.9% | -19.3% |
| YTD | +0.2% | +39.7% | -39.6% | -4.1% |
| 1Y | -1.5% | +78.1% | -79.6% | -8.2% |
| All | +16.9% | -30.5% | +47.4% | +13.3% |
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 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