-41.2%
RIG vs HDB
+32.9%
-74.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.5% |
| 7D | -4.2% | -6.2% | +2.0% | -1.7% |
| 30D | -0.7% | -6.2% | +5.5% | +1.8% |
| 3M | -4.0% | -5.9% | +1.9% | -2.8% |
| 6M | -6.3% | -25.9% | +19.6% | +4.1% |
| YTD | +39.7% | -40.2% | +79.9% | +69.8% |
| 1Y | +78.1% | -38.0% | +116.1% | +112.5% |
| 3Y | -29.5% | -30.5% | +1.0% | -22.7% |
| 5Y | +65.3% | -38.1% | +103.5% | +87.9% |
| All | -41.2% | +32.9% | -74.1% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling