+144.6%
HST vs RIO
+353.3%
-208.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.5% |
| 7D | +0.6% | +3.6% | -3.0% | -0.9% |
| 30D | +14.5% | -10.8% | +25.3% | +19.9% |
| 3M | +15.4% | -15.2% | +30.6% | +23.1% |
| 6M | +22.0% | -18.0% | +40.0% | +31.2% |
| YTD | +54.9% | +11.0% | +43.9% | +44.7% |
| 1Y | +54.0% | +26.4% | +27.6% | +35.8% |
| 3Y | +90.4% | +54.4% | +36.1% | +51.0% |
| 5Y | +84.2% | +98.1% | -13.8% | +25.9% |
| 10Y | +144.6% | +358.5% | -213.9% | +23.0% |
| All | +144.6% | +353.3% | -208.7% | +23.0% |
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