+133.9%
HL vs RIO
+73.7%
+60.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -3.1% |
| 7D | +1.5% | 0.0% | +1.5% | +1.6% |
| 30D | +25.1% | +4.0% | +21.1% | +18.8% |
| 3M | +22.9% | +0.1% | +22.8% | +24.3% |
| 6M | -4.9% | +12.7% | -17.6% | -17.2% |
| YTD | +7.8% | +35.6% | -27.7% | -27.4% |
| 1Y | +133.9% | +73.7% | +60.2% | +9.9% |
| All | +133.9% | +73.7% | +60.1% | +9.9% |
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