-48.8%
RIG vs HST
+143.8%
-192.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +3.0% |
| 7D | -2.6% | -1.3% | -1.3% | -1.7% |
| 30D | -5.2% | +13.4% | -18.5% | -14.6% |
| 3M | -8.6% | +16.7% | -25.3% | -19.7% |
| 6M | -18.9% | +24.0% | -42.9% | -33.5% |
| YTD | +28.6% | +54.0% | -25.4% | -12.6% |
| 1Y | +25.5% | +55.0% | -29.5% | -15.5% |
| 3Y | -20.2% | +89.3% | -109.5% | -55.2% |
| 5Y | +53.9% | +85.4% | -31.5% | -17.4% |
| 10Y | -48.8% | +137.1% | -185.9% | -76.6% |
| All | -48.8% | +143.8% | -192.6% | -76.6% |
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