-29.6%
RIG vs HST
+68.6%
-98.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.7% | +2.0% | -4.7% | -3.7% |
| 30D | +9.5% | -5.2% | +14.7% | +12.6% |
| 3M | -6.6% | -6.2% | -0.4% | -4.2% |
| 6M | -2.9% | +20.4% | -23.3% | -16.9% |
| YTD | +39.5% | +30.6% | +8.8% | +12.5% |
| 1Y | +82.3% | +37.4% | +44.9% | +41.2% |
| 3Y | -29.6% | +66.1% | -95.7% | -53.3% |
| All | -29.6% | +68.6% | -98.2% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling