-28.9%
RIG vs HIG
+101.8%
-130.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -4.2% | -2.3% | -1.9% | -3.6% |
| 30D | -0.7% | -1.2% | +0.5% | -0.4% |
| 3M | -4.0% | +6.3% | -10.3% | -6.3% |
| 6M | -6.3% | +0.6% | -6.9% | -7.0% |
| YTD | +39.7% | +0.6% | +39.1% | +38.3% |
| 1Y | +78.1% | +6.1% | +72.0% | +72.0% |
| All | -28.9% | +101.8% | -130.7% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling