+243.8%
HPQ vs RIG
-41.2%
+285.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.7% | +10.1% | +8.7% |
| 7D | +9.8% | -3.1% | +12.8% | +10.2% |
| 30D | +22.4% | -0.5% | +22.9% | +22.3% |
| 3M | +45.2% | -6.0% | +51.1% | +46.0% |
| 6M | +96.4% | -10.1% | +106.6% | +97.9% |
| YTD | +65.4% | +37.3% | +28.1% | +55.6% |
| 1Y | +31.6% | +73.9% | -42.4% | +18.5% |
| 3Y | +37.0% | -30.2% | +67.2% | +36.1% |
| 5Y | +53.0% | +62.5% | -9.5% | +26.6% |
| All | +243.8% | -41.2% | +285.0% | +163.2% |
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 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