-47.9%
RIG vs HST
+133.7%
-181.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.2% |
| 7D | +5.7% | +3.6% | +2.2% | +2.7% |
| 30D | -0.7% | +11.2% | -11.9% | -9.2% |
| 3M | -3.1% | +13.1% | -16.2% | -12.8% |
| 6M | -16.3% | +23.9% | -40.2% | -31.3% |
| YTD | +34.1% | +52.3% | -18.1% | -8.1% |
| 1Y | +38.2% | +56.7% | -18.5% | -7.9% |
| 3Y | -15.3% | +87.5% | -102.8% | -52.2% |
| 5Y | +62.5% | +82.8% | -20.3% | -11.9% |
| All | -47.9% | +133.7% | -181.6% | -75.8% |
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