+522.7%
HPE vs RIOT
+750.5%
-227.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.6% |
| 7D | +7.9% | +4.8% | +3.0% | +7.5% |
| 30D | -23.5% | +16.0% | -39.5% | -24.5% |
| 3M | -19.1% | -8.8% | -10.3% | -18.8% |
| 6M | +51.4% | -29.7% | +81.1% | +54.0% |
| YTD | +103.4% | +38.3% | +65.2% | +95.9% |
| 1Y | +114.4% | +26.2% | +88.2% | +107.5% |
| 3Y | +224.7% | +79.0% | +145.7% | +197.5% |
| 5Y | +277.8% | -60.4% | +338.1% | +252.3% |
| 10Y | +371.1% | +638.6% | -267.5% | +241.6% |
| All | +522.7% | +750.5% | -227.8% | +366.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling