+3.1%
HON vs RIG
+64.1%
-61.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -0.6% | -8.2% | +7.6% | +0.1% |
| 30D | -15.4% | -0.2% | -15.2% | -15.4% |
| 3M | -9.1% | -2.7% | -6.4% | -9.2% |
| 6M | -17.1% | -7.5% | -9.6% | -17.1% |
| YTD | +1.5% | +38.3% | -36.7% | -2.3% |
| 1Y | -1.3% | +81.8% | -83.2% | -7.6% |
| 3Y | +19.5% | -30.2% | +49.7% | +17.8% |
| 5Y | +3.1% | +59.9% | -56.9% | -7.4% |
| All | +3.1% | +64.1% | -61.0% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling