+489.7%
HPE vs RIG
-40.1%
+529.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.3% | -6.4% |
| 7D | +1.4% | -4.2% | +5.6% | +2.2% |
| 30D | +1.5% | -0.7% | +2.2% | +1.5% |
| 3M | +21.7% | -4.0% | +25.7% | +22.1% |
| 6M | +164.2% | -6.3% | +170.5% | +164.7% |
| YTD | +132.1% | +39.7% | +92.3% | +116.1% |
| 1Y | +130.6% | +78.1% | +52.6% | +104.5% |
| 3Y | +244.1% | -29.5% | +273.6% | +242.7% |
| 5Y | +340.8% | +65.3% | +275.5% | +254.4% |
| All | +489.7% | -40.1% | +529.9% | +333.7% |
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