-47.4%
RIG vs HAS
+1,528.9%
-1,576.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | -12.2% | +3.3% | -15.5% | -13.2% |
| 30D | -6.0% | +30.5% | -36.5% | -14.4% |
| 3M | -9.4% | +29.9% | -39.3% | -17.4% |
| 6M | -19.1% | +26.5% | -45.6% | -26.1% |
| YTD | +25.4% | +51.9% | -26.5% | +6.6% |
| 1Y | +23.3% | +60.9% | -37.6% | +2.7% |
| 3Y | -22.1% | +215.0% | -237.1% | -48.6% |
| 5Y | +50.1% | +51.5% | -1.4% | +23.4% |
| 10Y | -50.7% | +102.2% | -152.9% | -63.0% |
| All | -47.4% | +1,528.9% | -1,576.2% | -75.4% |
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