-22.1%
RIG vs HAS
+214.3%
-236.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | -12.2% | +3.3% | -15.5% | -13.4% |
| 30D | -6.0% | +30.5% | -36.5% | -15.8% |
| 3M | -9.4% | +29.9% | -39.3% | -18.8% |
| 6M | -19.1% | +26.5% | -45.6% | -27.1% |
| YTD | +25.4% | +51.9% | -26.5% | +1.2% |
| 1Y | +23.3% | +60.9% | -37.6% | -3.7% |
| 3Y | -22.1% | +215.0% | -237.1% | -58.6% |
| All | -22.1% | +214.3% | -236.4% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling