+1,388.5%
HWM vs RIG
-46.0%
+1,434.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.0% |
| 7D | +3.4% | -24.5% | +27.9% | +8.6% |
| 30D | -7.5% | -2.8% | -4.8% | -7.6% |
| 3M | -28.9% | +1.6% | -30.4% | -29.8% |
| 6M | -19.6% | -15.9% | -3.7% | -18.4% |
| YTD | +0.6% | +26.9% | -26.3% | -6.9% |
| 1Y | +0.3% | +34.4% | -34.0% | -8.4% |
| 3Y | +326.1% | -21.2% | +347.3% | +309.6% |
| 5Y | +525.2% | +46.4% | +478.8% | +387.2% |
| 10Y | +1,492.9% | -45.8% | +1,538.7% | +1,039.4% |
| All | +1,388.5% | -46.0% | +1,434.5% | +964.4% |
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