+56.7%
HST vs RIO
+21.8%
+34.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +3.6% | -0.9% | +4.5% | +3.7% |
| 30D | +11.2% | -9.1% | +20.3% | +13.3% |
| 3M | +13.1% | -13.7% | +26.8% | +16.5% |
| 6M | +23.9% | -24.3% | +48.3% | +31.0% |
| YTD | +52.3% | +8.9% | +43.4% | +44.7% |
| 1Y | +56.7% | +22.7% | +34.0% | +36.0% |
| All | +56.7% | +21.8% | +34.9% | +36.0% |
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 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