+21,921.7%
HD vs RIO
+4,900.4%
+17,021.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.2% |
| 7D | +5.2% | +3.6% | +1.6% | +4.4% |
| 30D | +20.7% | -10.8% | +31.5% | +23.8% |
| 3M | +0.8% | -15.2% | +16.0% | +4.5% |
| 6M | +12.2% | -18.0% | +30.2% | +16.8% |
| YTD | +4.2% | +11.0% | -6.8% | +0.9% |
| 1Y | -2.6% | +26.4% | -28.9% | -8.5% |
| 3Y | +30.0% | +54.4% | -24.3% | +15.5% |
| 5Y | +8.1% | +98.1% | -90.0% | -11.3% |
| 10Y | +247.2% | +358.5% | -111.4% | +129.8% |
| All | +21,921.7% | +4,900.4% | +17,021.3% | +7,028.4% |
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