+256.9%
HL vs RIO
+608.6%
-351.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.7% |
| 7D | -4.4% | -3.2% | -1.1% | -1.6% |
| 30D | +9.3% | +0.9% | +8.4% | +8.8% |
| 3M | +32.0% | -1.4% | +33.4% | +34.8% |
| 6M | -6.4% | +10.9% | -17.4% | -12.3% |
| YTD | +3.1% | +31.2% | -28.1% | -15.5% |
| 1Y | +77.6% | +67.9% | +9.7% | +20.2% |
| 3Y | +392.8% | +88.8% | +304.0% | +204.5% |
| 5Y | +234.1% | +93.1% | +141.0% | +100.9% |
| All | +256.9% | +608.6% | -351.7% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling