+88.7%
RIG vs PH
+30.5%
+58.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +0.9% | -3.1% | +3.9% | +1.1% |
| 30D | +13.8% | -3.2% | +17.1% | +13.7% |
| 3M | -6.4% | +10.6% | -17.0% | -9.0% |
| 6M | -8.2% | -2.1% | -6.0% | -5.7% |
| YTD | +41.6% | +10.2% | +31.5% | +35.5% |
| 1Y | +88.7% | +28.2% | +60.5% | +57.2% |
| All | +88.7% | +30.5% | +58.2% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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