+431.5%
HAL vs RIO
+5,009.8%
-4,578.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -1.4% |
| 7D | -7.9% | +4.4% | -12.3% | -9.9% |
| 30D | -2.1% | -8.9% | +6.8% | +2.1% |
| 3M | +0.4% | -12.7% | +13.1% | +6.7% |
| 6M | -19.2% | -16.2% | -3.0% | -13.3% |
| YTD | +14.4% | +13.4% | +1.0% | +4.6% |
| 1Y | +18.0% | +30.9% | -12.9% | +0.4% |
| 3Y | -9.7% | +60.2% | -69.9% | -31.2% |
| 5Y | +40.1% | +98.9% | -58.8% | -4.4% |
| 10Y | -19.1% | +381.4% | -400.5% | -61.6% |
| All | +431.5% | +5,009.8% | -4,578.4% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling