+75.6%
HST vs RIO
+29.3%
+46.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +0.5% |
| 7D | +3.3% | -1.6% | +4.9% | +3.6% |
| 30D | +16.4% | -11.6% | +27.9% | +19.4% |
| 3M | +5.5% | -12.7% | +18.2% | +8.5% |
| 6M | +31.1% | -12.4% | +43.5% | +33.9% |
| YTD | +55.9% | +11.0% | +44.9% | +47.3% |
| 1Y | +75.6% | +30.8% | +44.8% | +45.2% |
| All | +75.6% | +29.3% | +46.3% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling