+39.7%
RIG vs HIG
+12.7%
+27.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.4% | -10.0% | -6.9% |
| 7D | -18.8% | +6.2% | -25.0% | -17.3% |
| 30D | -1.1% | +9.4% | -10.5% | +1.1% |
| 3M | +4.4% | -2.3% | +6.8% | +4.4% |
| 6M | -20.8% | +4.2% | -24.9% | -19.8% |
| YTD | +32.0% | +1.6% | +30.4% | +31.5% |
| 1Y | +39.7% | +9.9% | +29.9% | +47.5% |
| All | +39.7% | +12.7% | +27.0% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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