-47.4%
RIG vs HST
+1,987.1%
-2,034.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.5% | -3.2% |
| 7D | -12.2% | +0.6% | -12.8% | -12.5% |
| 30D | -6.0% | +14.5% | -20.5% | -11.0% |
| 3M | -9.4% | +15.4% | -24.8% | -14.7% |
| 6M | -19.1% | +22.0% | -41.0% | -26.0% |
| YTD | +25.4% | +54.9% | -29.4% | +4.1% |
| 1Y | +23.3% | +54.0% | -30.6% | +2.4% |
| 3Y | -22.1% | +90.4% | -112.5% | -40.2% |
| 5Y | +50.1% | +84.2% | -34.1% | +16.3% |
| 10Y | -50.7% | +144.6% | -195.3% | -63.5% |
| All | -47.4% | +1,987.1% | -2,034.5% | -75.4% |
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