-40.5%
RIG vs HAS
+1,137.2%
-1,177.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +0.9% | -1.8% | +2.7% | +1.5% |
| 30D | +13.8% | +2.3% | +11.5% | +12.9% |
| 3M | -6.4% | +10.4% | -16.8% | -10.0% |
| 6M | -8.2% | -3.2% | -4.9% | -8.4% |
| YTD | +41.6% | +15.4% | +26.2% | +32.6% |
| 1Y | +88.7% | +18.8% | +69.9% | +74.9% |
| 3Y | -30.9% | +43.9% | -74.8% | -40.8% |
| 5Y | +57.7% | +13.9% | +43.8% | +42.7% |
| 10Y | -39.3% | +56.4% | -95.7% | -50.1% |
| All | -40.5% | +1,137.2% | -1,177.8% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling