+398.8%
HL vs RIO
+87.1%
+311.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | +0.9% |
| 7D | -5.6% | -3.4% | -2.3% | -1.8% |
| 30D | +12.7% | +0.6% | +12.2% | +12.3% |
| 3M | +42.5% | +2.5% | +40.0% | +39.8% |
| 6M | -9.0% | +10.8% | -19.8% | -16.6% |
| YTD | +4.4% | +30.5% | -26.1% | -18.8% |
| 1Y | +82.7% | +68.1% | +14.5% | +11.3% |
| All | +398.8% | +87.1% | +311.7% | +184.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling