-2.6%
HD vs RIO
+26.8%
-29.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.2% |
| 7D | +5.2% | +3.6% | +1.6% | +4.5% |
| 30D | +20.7% | -10.8% | +31.5% | +23.3% |
| 3M | +0.8% | -15.2% | +16.0% | +4.0% |
| 6M | +12.2% | -18.0% | +30.2% | +16.2% |
| YTD | +4.2% | +11.0% | -6.8% | -1.2% |
| 1Y | -2.6% | +26.4% | -28.9% | -17.6% |
| All | -2.6% | +26.8% | -29.4% | -17.6% |
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 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