+362.8%
HPE vs RIG
+64.1%
+298.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.3% |
| 7D | +13.6% | -8.2% | +21.8% | +15.3% |
| 30D | +7.7% | -0.2% | +7.9% | +7.5% |
| 3M | +22.4% | -2.7% | +25.1% | +22.4% |
| 6M | +172.6% | -7.5% | +180.1% | +173.8% |
| YTD | +147.5% | +38.3% | +109.3% | +130.1% |
| 1Y | +151.8% | +81.8% | +69.9% | +121.2% |
| 3Y | +267.1% | -30.2% | +297.2% | +260.8% |
| 5Y | +362.8% | +59.9% | +302.8% | +267.0% |
| All | +362.8% | +64.1% | +298.7% | +267.0% |
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