+1.6%
HYG vs RIOT
-21.9%
+23.5%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.6% | -8.9% | +0.5% |
| 7D | -0.1% | +6.4% | -6.5% | -0.3% |
| 30D | +0.7% | -20.4% | +21.1% | +1.1% |
| 3M | -2.0% | -28.7% | +26.7% | -1.5% |
| 6M | -0.9% | -17.7% | +16.8% | -1.0% |
| YTD | +0.1% | +21.3% | -21.3% | -1.1% |
| 1Y | +1.6% | -20.3% | +21.9% | +1.2% |
| All | +1.6% | -21.9% | +23.5% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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