+2.7%
HLT vs RIO
+11.2%
-8.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | +0.8% |
| 7D | -2.6% | -3.4% | +0.8% | -1.8% |
| 30D | -2.6% | +0.6% | -3.2% | -3.0% |
| 3M | -9.4% | +2.5% | -12.0% | -10.5% |
| 6M | +2.7% | +10.8% | -8.1% | -5.3% |
| All | +2.7% | +11.2% | -8.5% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling