+677.7%
HPE vs RIG
-62.5%
+740.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.5% | +9.3% | +8.0% |
| 7D | +10.1% | -2.7% | +12.8% | +10.6% |
| 30D | +5.3% | +9.5% | -4.2% | +3.4% |
| 3M | +12.7% | -6.6% | +19.3% | +13.6% |
| 6M | +167.7% | -2.9% | +170.5% | +166.6% |
| YTD | +135.5% | +39.5% | +96.0% | +119.0% |
| 1Y | +143.4% | +82.3% | +61.1% | +114.4% |
| 3Y | +249.2% | -29.6% | +278.8% | +248.0% |
| 5Y | +343.8% | +63.2% | +280.7% | +255.9% |
| 10Y | +495.9% | -45.0% | +540.9% | +336.4% |
| All | +677.7% | -62.5% | +740.2% | +476.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling