+1,579.2%
HWM vs RIG
-46.5%
+1,625.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.3% |
| 7D | +1.6% | -17.0% | +18.6% | +5.1% |
| 30D | -3.9% | -6.2% | +2.2% | -3.3% |
| 3M | -23.2% | -1.7% | -21.5% | -23.8% |
| 6M | -20.0% | -19.2% | -0.8% | -18.1% |
| YTD | +5.7% | +25.2% | -19.5% | -2.0% |
| 1Y | +4.9% | +29.9% | -25.0% | -3.7% |
| 3Y | +347.0% | -21.3% | +368.3% | +329.7% |
| 5Y | +563.0% | +40.5% | +522.5% | +420.9% |
| 10Y | +1,579.2% | -49.6% | +1,628.7% | +1,126.2% |
| All | +1,579.2% | -46.5% | +1,625.6% | +1,126.2% |
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