+1,458.3%
HPQ vs RIG
-43.4%
+1,501.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.5% | +1.0% |
| 7D | +3.2% | +5.7% | -2.6% | +2.2% |
| 30D | -3.6% | -0.7% | -2.9% | -4.0% |
| 3M | -5.3% | -3.1% | -2.1% | -5.5% |
| 6M | +41.1% | -16.3% | +57.5% | +43.5% |
| YTD | +36.9% | +34.1% | +2.7% | +27.7% |
| 1Y | +23.5% | +38.2% | -14.6% | +14.4% |
| 3Y | +19.6% | -15.3% | +34.9% | +15.0% |
| 5Y | +11.4% | +62.5% | -51.1% | -9.9% |
| 10Y | +160.6% | -46.6% | +207.2% | +94.7% |
| All | +1,458.3% | -43.4% | +1,501.7% | +1,028.4% |
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 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