-41.5%
RIG vs HRB
+1,389.3%
-1,430.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +4.9% | +0.2% |
| 7D | -2.7% | -9.1% | +6.4% | -0.2% |
| 30D | +9.5% | +0.3% | +9.3% | +8.6% |
| 3M | -6.6% | +23.4% | -30.0% | -13.4% |
| 6M | -2.9% | +45.1% | -48.0% | -14.8% |
| YTD | +39.5% | +8.9% | +30.6% | +31.6% |
| 1Y | +82.3% | -7.9% | +90.2% | +79.7% |
| 3Y | -29.6% | +27.9% | -57.5% | -38.1% |
| 5Y | +63.2% | +108.3% | -45.2% | +21.4% |
| 10Y | -45.0% | +208.4% | -253.4% | -64.3% |
| All | -41.5% | +1,389.3% | -1,430.7% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling