+1,388.5%
HWM vs RIO
+405.2%
+983.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | +3.4% | +2.2% | +1.1% | +2.2% |
| 30D | -7.5% | -10.1% | +2.6% | -2.8% |
| 3M | -28.9% | -14.1% | -14.7% | -23.9% |
| 6M | -19.6% | -18.9% | -0.7% | -12.1% |
| YTD | +0.6% | +9.9% | -9.3% | -6.1% |
| 1Y | +0.3% | +27.0% | -26.7% | -13.0% |
| 3Y | +326.1% | +50.1% | +276.1% | +227.8% |
| 5Y | +525.2% | +95.3% | +429.9% | +289.4% |
| 10Y | +1,492.9% | +425.9% | +1,067.0% | +519.9% |
| All | +1,388.5% | +405.2% | +983.3% | +479.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling