+489.7%
HPE vs RIOT
+511.8%
-22.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.1% | -1.2% | -5.9% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | +1.5% | +3.5% | -2.0% | +1.2% |
| 3M | +21.7% | -13.0% | +34.7% | +22.3% |
| 6M | +164.2% | +43.1% | +121.1% | +155.7% |
| YTD | +132.1% | +65.4% | +66.7% | +121.1% |
| 1Y | +130.6% | +27.7% | +102.9% | +122.7% |
| 3Y | +244.1% | +91.3% | +152.8% | +212.9% |
| 5Y | +340.8% | -29.3% | +370.1% | +298.7% |
| All | +489.7% | +511.8% | -22.0% | +338.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 10y: compounded portfolio wealth divided by compounded RIOT 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…
10y analysis · Full analysis span regression · 6 months rolling