+276.2%
HPE vs RIOT
-61.9%
+338.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.5% |
| 7D | +7.9% | +4.8% | +3.0% | +7.2% |
| 30D | -23.5% | +16.0% | -39.5% | -25.4% |
| 3M | -19.1% | -8.8% | -10.3% | -18.7% |
| 6M | +51.4% | -29.7% | +81.1% | +56.0% |
| YTD | +103.4% | +38.3% | +65.2% | +88.6% |
| 1Y | +114.4% | +26.2% | +88.2% | +100.6% |
| 3Y | +224.7% | +79.0% | +145.7% | +171.5% |
| All | +276.2% | -61.9% | +338.1% | +205.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling