+107.0%
HST vs RIO
+605.0%
-497.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.3% | +1.0% | -1.3% | -0.7% |
| 30D | -2.8% | +4.0% | -6.8% | -4.5% |
| 3M | -6.5% | +4.5% | -11.0% | -8.5% |
| 6M | +20.7% | +17.3% | +3.4% | +11.6% |
| YTD | +30.5% | +36.2% | -5.7% | +12.5% |
| 1Y | +36.8% | +76.1% | -39.4% | +5.1% |
| 3Y | +65.9% | +102.5% | -36.6% | +17.9% |
| 5Y | +73.9% | +103.5% | -29.6% | +19.1% |
| 10Y | +107.0% | +619.2% | -512.1% | -8.7% |
| All | +107.0% | +605.0% | -497.9% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling