+56.2%
RIG vs HST
+74.5%
-18.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.0% |
| 7D | -3.1% | +0.9% | -3.9% | -3.6% |
| 30D | -0.5% | -2.5% | +1.9% | +1.0% |
| 3M | -6.0% | -5.1% | -0.8% | -3.9% |
| 6M | -10.1% | +21.6% | -31.8% | -23.2% |
| YTD | +37.3% | +31.6% | +5.7% | +11.2% |
| 1Y | +73.9% | +36.1% | +37.8% | +37.1% |
| 3Y | -30.2% | +66.5% | -96.6% | -52.7% |
| All | +56.2% | +74.5% | -18.3% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling