+130.6%
HPE vs RIG
+83.2%
+47.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.3% | -6.4% |
| 7D | +1.4% | -4.2% | +5.6% | +2.1% |
| 30D | +1.5% | -0.7% | +2.2% | +1.5% |
| 3M | +21.7% | -4.0% | +25.7% | +22.2% |
| 6M | +164.2% | -6.3% | +170.5% | +163.7% |
| YTD | +132.1% | +39.7% | +92.3% | +114.6% |
| 1Y | +130.6% | +78.1% | +52.6% | +105.8% |
| All | +130.6% | +83.2% | +47.5% | +105.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling