+7.4%
HAL vs RIO
+605.0%
-597.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -1.3% | +1.0% | -2.3% | -2.0% |
| 30D | +10.9% | +4.0% | +6.9% | +7.5% |
| 3M | -5.8% | +4.5% | -10.4% | -9.8% |
| 6M | +8.1% | +17.3% | -9.2% | -6.6% |
| YTD | +33.2% | +36.2% | -3.0% | +1.7% |
| 1Y | +74.2% | +76.1% | -2.0% | +8.9% |
| 3Y | -3.7% | +102.5% | -106.2% | -48.0% |
| 5Y | +111.9% | +103.5% | +8.4% | +9.9% |
| 10Y | +7.4% | +619.2% | -611.8% | -71.9% |
| All | +7.4% | +605.0% | -597.6% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling