+91.3%
HL vs RIO
+6,041.4%
-5,950.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | +7.1% | +1.9% | +5.1% | +5.9% |
| 30D | +21.4% | +5.0% | +16.5% | +18.4% |
| 3M | +37.4% | +5.1% | +32.3% | +34.6% |
| 6M | +0.4% | +17.6% | -17.2% | -6.7% |
| YTD | +6.7% | +36.3% | -29.6% | -8.4% |
| 1Y | +102.4% | +71.2% | +31.2% | +54.0% |
| 3Y | +417.4% | +102.7% | +314.7% | +261.5% |
| 5Y | +243.3% | +99.6% | +143.7% | +144.2% |
| 10Y | +242.6% | +603.1% | -360.6% | +26.0% |
| All | +91.3% | +6,041.4% | -5,950.1% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling