-4.6%
HD vs RIO
+29.3%
-33.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +2.9% | +5.8% |
| 7D | +11.9% | -1.6% | +13.5% | +12.1% |
| 30D | +26.4% | -11.6% | +38.0% | +29.3% |
| 3M | +2.8% | -12.7% | +15.5% | +5.3% |
| 6M | +15.5% | -12.4% | +27.9% | +17.1% |
| YTD | +5.5% | +11.0% | -5.5% | +0.9% |
| 1Y | -4.6% | +30.8% | -35.4% | -20.3% |
| All | -4.6% | +29.3% | -33.9% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling