+138.4%
HLT vs RIO
+91.0%
+47.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.6% | -3.2% | +1.6% | -0.7% |
| 30D | -5.0% | +0.9% | -5.9% | -5.4% |
| 3M | -10.4% | -1.4% | -9.0% | -10.3% |
| 6M | +3.2% | +10.9% | -7.7% | -0.8% |
| YTD | +6.7% | +31.2% | -24.5% | -3.2% |
| 1Y | +10.3% | +67.9% | -57.6% | -7.8% |
| 3Y | +99.3% | +88.8% | +10.5% | +57.6% |
| All | +138.4% | +91.0% | +47.4% | +82.9% |
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 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