+73.7%
HST vs RIO
+97.3%
-23.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | +2.0% | +1.9% | +0.1% | +1.3% |
| 30D | -5.2% | +5.0% | -10.2% | -6.9% |
| 3M | -6.2% | +5.1% | -11.4% | -8.1% |
| 6M | +20.4% | +17.6% | +2.8% | +12.4% |
| YTD | +30.6% | +36.3% | -5.7% | +14.7% |
| 1Y | +37.4% | +71.2% | -33.8% | +10.0% |
| 3Y | +66.1% | +102.7% | -36.6% | +22.7% |
| 5Y | +73.7% | +99.6% | -25.9% | +22.8% |
| All | +73.7% | +97.3% | -23.6% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling