-41.2%
RIG vs HST
+109.4%
-150.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.7% |
| 7D | -4.2% | +0.7% | -4.8% | -4.7% |
| 30D | -0.7% | -0.7% | 0.0% | -0.3% |
| 3M | -4.0% | -4.0% | 0.0% | -2.2% |
| 6M | -6.3% | +20.7% | -27.0% | -22.0% |
| YTD | +39.7% | +31.0% | +8.7% | +8.8% |
| 1Y | +78.1% | +36.2% | +41.9% | +33.6% |
| 3Y | -29.5% | +66.6% | -96.1% | -56.1% |
| 5Y | +65.3% | +75.8% | -10.5% | -7.2% |
| All | -41.2% | +109.4% | -150.6% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling