-40.5%
RIG vs HST
+1,659.0%
-1,699.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | +0.9% | -1.0% | +1.9% | +1.3% |
| 30D | +13.8% | -12.3% | +26.1% | +19.4% |
| 3M | -6.4% | -6.4% | 0.0% | -4.6% |
| 6M | -8.2% | +15.0% | -23.2% | -14.2% |
| YTD | +41.6% | +30.5% | +11.1% | +26.0% |
| 1Y | +88.7% | +35.7% | +53.0% | +65.1% |
| 3Y | -30.9% | +68.4% | -99.2% | -44.2% |
| 5Y | +57.7% | +73.1% | -15.4% | +25.9% |
| 10Y | -39.3% | +92.7% | -132.0% | -51.0% |
| All | -40.5% | +1,659.0% | -1,699.5% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling