-42.2%
RIG vs HIG
+313.7%
-355.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -3.1% | -1.5% | -1.6% | -2.0% |
| 30D | -0.5% | -0.4% | -0.2% | -0.5% |
| 3M | -6.0% | +6.7% | -12.6% | -11.4% |
| 6M | -10.1% | +2.0% | -12.1% | -13.0% |
| YTD | +37.3% | +0.3% | +37.0% | +33.9% |
| 1Y | +73.9% | +4.2% | +69.7% | +63.6% |
| 3Y | -30.2% | +102.2% | -132.4% | -62.8% |
| 5Y | +62.5% | +118.5% | -56.0% | -18.8% |
| All | -42.2% | +313.7% | -355.9% | -79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling