-88.0%
RIG vs HBM
+654.4%
-742.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.8% | -7.3% | -3.8% |
| 7D | -2.7% | +7.4% | -10.1% | -5.6% |
| 30D | +9.5% | +5.1% | +4.4% | +6.7% |
| 3M | -6.6% | +11.1% | -17.8% | -12.7% |
| 6M | -2.9% | +30.2% | -33.1% | -18.3% |
| YTD | +39.5% | +46.2% | -6.8% | +10.6% |
| 1Y | +82.3% | +120.0% | -37.8% | +20.1% |
| 3Y | -29.6% | +527.4% | -557.0% | -71.9% |
| 5Y | +63.2% | +400.4% | -337.2% | -31.3% |
| 10Y | -45.0% | +621.5% | -666.5% | -83.1% |
| All | -88.0% | +654.4% | -742.3% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling