-41.9%
RIG vs HAS
+54.3%
-96.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | -8.2% | -4.8% | -3.4% | -5.8% |
| 30D | -0.2% | -5.1% | +5.0% | +2.5% |
| 3M | -2.7% | +6.4% | -9.1% | -6.8% |
| 6M | -7.5% | -5.6% | -1.8% | -7.0% |
| YTD | +38.3% | +11.0% | +27.3% | +26.2% |
| 1Y | +81.8% | +16.8% | +65.1% | +61.2% |
| 3Y | -30.2% | +44.0% | -74.2% | -46.7% |
| 5Y | +59.9% | +11.0% | +49.0% | +37.0% |
| 10Y | -41.9% | +56.0% | -97.9% | -57.8% |
| All | -41.9% | +54.3% | -96.2% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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