+4.4%
HWM vs RIG
+43.0%
-38.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.6% | +3.3% | -4.5% |
| 7D | +9.4% | -18.8% | +28.2% | +8.6% |
| 30D | -7.0% | -1.1% | -5.9% | -7.7% |
| 3M | -25.9% | +4.4% | -30.3% | -26.5% |
| 6M | -10.8% | -20.8% | +10.0% | -11.1% |
| YTD | +4.3% | +32.0% | -27.6% | -5.1% |
| 1Y | +4.4% | +39.7% | -35.4% | -7.2% |
| All | +4.4% | +43.0% | -38.7% | -7.2% |
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 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