+210.2%
HD vs RIOT
+958.3%
-748.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.8% |
| 7D | -2.1% | +14.8% | -16.8% | -2.7% |
| 30D | -8.4% | +1.4% | -9.8% | -8.6% |
| 3M | +4.3% | -20.6% | +25.0% | +4.8% |
| 6M | -11.1% | +31.9% | -43.0% | -12.9% |
| YTD | -4.7% | +72.1% | -76.7% | -8.0% |
| 1Y | -19.8% | +65.7% | -85.5% | -22.9% |
| 3Y | +4.1% | +97.5% | -93.4% | -3.7% |
| 5Y | +10.3% | -36.7% | +47.0% | +1.7% |
| 10Y | +203.2% | +550.1% | -347.0% | +134.5% |
| All | +210.2% | +958.3% | -748.0% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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