+7.4%
HD vs RIO
+97.3%
-89.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -1.2% | +1.9% | -3.1% | -1.5% |
| 30D | -11.1% | +5.0% | -16.1% | -12.0% |
| 3M | +2.0% | +5.1% | -3.1% | +0.9% |
| 6M | -10.5% | +17.6% | -28.1% | -13.6% |
| YTD | -6.9% | +36.3% | -43.2% | -12.9% |
| 1Y | -23.2% | +71.2% | -94.4% | -31.5% |
| 3Y | +3.1% | +102.7% | -99.6% | -11.4% |
| 5Y | +7.4% | +99.6% | -92.2% | -8.0% |
| All | +7.4% | +97.3% | -89.9% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling