+571.9%
HPE vs RIG
-64.0%
+635.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.9% | -4.5% |
| 7D | +7.9% | +5.7% | +2.1% | +6.7% |
| 30D | -23.5% | -0.7% | -22.8% | -23.4% |
| 3M | -19.1% | -3.1% | -15.9% | -19.0% |
| 6M | +51.4% | -16.3% | +67.7% | +54.9% |
| YTD | +103.4% | +34.1% | +69.3% | +90.0% |
| 1Y | +114.4% | +38.2% | +76.2% | +98.9% |
| 3Y | +224.7% | -15.3% | +240.0% | +213.2% |
| 5Y | +277.8% | +62.5% | +215.3% | +203.4% |
| 10Y | +371.1% | -46.6% | +417.7% | +247.4% |
| All | +571.9% | -64.0% | +635.9% | +400.2% |
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