+24.3%
HWM vs RIG
+83.2%
-58.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | -12.5% | -4.2% | -8.4% | -12.3% |
| 30D | -19.0% | -0.7% | -18.3% | -19.0% |
| 3M | -8.6% | -4.0% | -4.6% | -8.6% |
| 6M | -10.2% | -6.3% | -3.8% | -11.0% |
| YTD | +11.3% | +39.7% | -28.4% | +3.4% |
| 1Y | +24.3% | +78.1% | -53.8% | +11.7% |
| All | +24.3% | +83.2% | -58.9% | +11.7% |
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