+39.7%
RIG vs HST
+76.4%
-36.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.3% | -8.9% | -7.6% |
| 7D | -18.8% | +3.3% | -22.1% | -18.8% |
| 30D | -1.1% | +16.4% | -17.4% | -1.4% |
| 3M | +4.4% | +5.5% | -1.1% | +4.7% |
| 6M | -20.8% | +31.1% | -51.9% | -23.8% |
| YTD | +32.0% | +55.9% | -24.0% | +18.5% |
| 1Y | +39.7% | +75.6% | -35.9% | +22.2% |
| All | +39.7% | +76.4% | -36.6% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling