+568.9%
HPE vs RIOT
+958.3%
-389.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.6% | -4.7% |
| 7D | -0.6% | +14.8% | -15.4% | -1.6% |
| 30D | -2.3% | +1.4% | -3.7% | -2.6% |
| 3M | -2.9% | -20.6% | +17.8% | -1.8% |
| 6M | +143.6% | +31.9% | +111.7% | +136.9% |
| YTD | +118.5% | +72.1% | +46.5% | +107.7% |
| 1Y | +129.2% | +65.7% | +63.5% | +117.5% |
| 3Y | +212.5% | +97.5% | +115.1% | +183.7% |
| 5Y | +286.9% | -36.7% | +323.6% | +251.4% |
| 10Y | +432.3% | +550.1% | -117.8% | +284.3% |
| All | +568.9% | +958.3% | -389.4% | +394.3% |
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 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