+88.7%
RIG vs HBM
+123.0%
-34.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.7% |
| 7D | +0.9% | -6.4% | +7.2% | +1.8% |
| 30D | +13.8% | +5.9% | +7.9% | +12.7% |
| 3M | -6.4% | -8.9% | +2.5% | -5.5% |
| 6M | -8.2% | +10.7% | -18.8% | -10.3% |
| YTD | +41.6% | +38.3% | +3.4% | +30.0% |
| 1Y | +88.7% | +121.3% | -32.6% | +68.8% |
| All | +88.7% | +123.0% | -34.2% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling