-69.4%
RIG vs HIG
+987.6%
-1,057.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.0% |
| 7D | -8.2% | -0.5% | -7.7% | -8.1% |
| 30D | -0.2% | -2.8% | +2.7% | +0.4% |
| 3M | -2.7% | +6.3% | -9.1% | -4.4% |
| 6M | -7.5% | -0.1% | -7.4% | -7.8% |
| YTD | +38.3% | +0.4% | +37.8% | +37.4% |
| 1Y | +81.8% | +6.2% | +75.6% | +78.0% |
| 3Y | -30.2% | +101.6% | -131.8% | -41.6% |
| 5Y | +59.9% | +119.8% | -59.9% | +32.3% |
| 10Y | -41.9% | +311.7% | -353.7% | -56.8% |
| All | -69.4% | +987.6% | -1,057.1% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling