-14.9%
HAL vs RIO
+354.4%
-369.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.4% |
| 7D | +6.1% | -0.9% | +7.0% | +6.7% |
| 30D | +2.9% | -9.1% | +12.0% | +9.5% |
| 3M | +3.3% | -13.7% | +17.0% | +13.5% |
| 6M | -16.9% | -24.3% | +7.4% | -1.2% |
| YTD | +21.2% | +8.9% | +12.3% | +7.3% |
| 1Y | +27.5% | +22.7% | +4.9% | +3.0% |
| 3Y | -6.4% | +51.2% | -57.6% | -37.9% |
| 5Y | +58.0% | +88.1% | -30.1% | -16.1% |
| All | -14.9% | +354.4% | -369.3% | -69.6% |
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