+31.6%
HPQ vs RIG
+77.2%
-45.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.7% | +10.1% | +8.5% |
| 7D | +9.8% | -3.1% | +12.8% | +10.0% |
| 30D | +22.4% | -0.5% | +22.9% | +22.3% |
| 3M | +45.2% | -6.0% | +51.1% | +45.7% |
| 6M | +96.4% | -10.1% | +106.6% | +96.5% |
| YTD | +65.4% | +37.3% | +28.1% | +60.5% |
| 1Y | +31.6% | +73.9% | -42.4% | +22.8% |
| All | +31.6% | +77.2% | -45.6% | +22.8% |
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