+238.2%
HL vs RIO
+90.3%
+147.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | +0.3% |
| 7D | -5.6% | -3.4% | -2.3% | -2.3% |
| 30D | +12.7% | +0.6% | +12.2% | +12.5% |
| 3M | +42.5% | +2.5% | +40.0% | +40.4% |
| 6M | -9.0% | +10.8% | -19.8% | -15.5% |
| YTD | +4.4% | +30.5% | -26.1% | -16.2% |
| 1Y | +82.7% | +68.1% | +14.5% | +17.7% |
| 3Y | +406.3% | +94.0% | +312.3% | +187.9% |
| 5Y | +238.2% | +92.0% | +146.2% | +93.0% |
| All | +238.2% | +90.3% | +147.8% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling