+81.8%
RIG vs HST
+37.9%
+44.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | -8.2% | -0.3% | -7.9% | -8.2% |
| 30D | -0.2% | -2.8% | +2.6% | +0.1% |
| 3M | -2.7% | -6.5% | +3.8% | -2.4% |
| 6M | -7.5% | +20.7% | -28.2% | -16.2% |
| YTD | +38.3% | +30.5% | +7.8% | +20.5% |
| 1Y | +81.8% | +36.8% | +45.1% | +58.5% |
| All | +81.8% | +37.9% | +44.0% | +58.5% |
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