+73.7%
RIO vs HBM
+123.0%
-49.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.8% |
| 7D | 0.0% | -6.4% | +6.3% | +2.3% |
| 30D | +4.0% | +5.9% | -1.9% | +1.7% |
| 3M | +0.1% | -8.9% | +9.0% | +2.1% |
| 6M | +12.7% | +10.7% | +2.0% | +5.9% |
| YTD | +35.6% | +38.3% | -2.7% | +19.3% |
| 1Y | +73.7% | +121.3% | -47.6% | +36.6% |
| All | +73.7% | +123.0% | -49.3% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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