-42.2%
RIG vs HRB
+209.1%
-251.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.9% |
| 7D | -3.1% | -8.0% | +5.0% | -0.2% |
| 30D | -0.5% | -16.0% | +15.4% | +5.6% |
| 3M | -6.0% | +26.9% | -32.8% | -16.0% |
| 6M | -10.1% | +51.1% | -61.3% | -26.3% |
| YTD | +37.3% | +7.1% | +30.2% | +28.0% |
| 1Y | +73.9% | -9.6% | +83.5% | +73.4% |
| 3Y | -30.2% | +25.4% | -55.6% | -42.4% |
| 5Y | +62.5% | +114.9% | -52.5% | -2.0% |
| All | -42.2% | +209.1% | -251.3% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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