+59.9%
RIG vs HDB
-38.7%
+98.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -8.2% | -4.9% | -3.3% | -7.3% |
| 30D | -0.2% | -5.8% | +5.7% | +1.0% |
| 3M | -2.7% | -5.2% | +2.5% | -2.4% |
| 6M | -7.5% | -25.7% | +18.3% | -2.1% |
| YTD | +38.3% | -39.6% | +77.8% | +53.6% |
| 1Y | +81.8% | -36.9% | +118.8% | +99.5% |
| 3Y | -30.2% | -29.7% | -0.5% | -26.9% |
| 5Y | +59.9% | -37.8% | +97.7% | +81.9% |
| All | +59.9% | -38.7% | +98.7% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling