-47.9%
RIG vs HDB
+63.5%
-111.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.7% | +4.0% |
| 7D | +5.7% | +2.7% | +3.0% | +4.6% |
| 30D | -0.7% | +14.1% | -14.9% | -6.3% |
| 3M | -3.1% | +11.8% | -15.0% | -8.2% |
| 6M | -16.3% | +8.2% | -24.5% | -20.5% |
| YTD | +34.1% | -29.3% | +63.5% | +51.4% |
| 1Y | +38.2% | -28.8% | +66.9% | +55.3% |
| 3Y | -15.3% | -7.5% | -7.8% | -18.7% |
| 5Y | +62.5% | -23.1% | +85.5% | +66.6% |
| All | -47.9% | +63.5% | -111.4% | -60.2% |
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