+41.1%
HPQ vs RIG
+58.5%
-17.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.9% |
| 7D | +3.5% | -4.2% | +7.7% | +4.2% |
| 30D | +13.7% | -0.7% | +14.4% | +13.7% |
| 3M | +33.9% | -4.0% | +37.8% | +34.3% |
| 6M | +80.9% | -6.3% | +87.2% | +81.1% |
| YTD | +52.6% | +39.7% | +12.9% | +42.2% |
| 1Y | +21.2% | +78.1% | -56.8% | +7.5% |
| 3Y | +26.9% | -29.5% | +56.3% | +24.0% |
| 5Y | +41.1% | +65.3% | -24.2% | +12.4% |
| All | +41.1% | +58.5% | -17.4% | +12.4% |
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