+342.1%
HWM vs RIG
-16.1%
+358.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.2% | -1.5% |
| 7D | +7.3% | +5.7% | +1.6% | +6.6% |
| 30D | +1.6% | -0.7% | +2.3% | +1.1% |
| 3M | -21.9% | -3.1% | -18.7% | -22.2% |
| 6M | -19.0% | -16.3% | -2.7% | -18.1% |
| YTD | +7.9% | +34.1% | -26.2% | -0.5% |
| 1Y | +9.9% | +38.2% | -28.2% | +0.7% |
| 3Y | +342.1% | -15.3% | +357.4% | +309.9% |
| All | +342.1% | -16.1% | +358.2% | +309.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling