+92.0%
RIO vs HBM
+336.0%
-244.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.5% | +3.3% | -1.5% |
| 7D | -3.4% | -3.7% | +0.4% | -2.1% |
| 30D | +0.6% | -3.7% | +4.2% | +1.7% |
| 3M | +2.5% | +8.0% | -5.5% | -1.4% |
| 6M | +10.8% | +15.8% | -5.0% | +2.5% |
| YTD | +30.5% | +34.4% | -3.9% | +13.4% |
| 1Y | +68.1% | +98.2% | -30.0% | +25.8% |
| 3Y | +94.0% | +476.6% | -382.5% | -10.6% |
| 5Y | +92.0% | +331.1% | -239.1% | -7.0% |
| All | +92.0% | +336.0% | -244.0% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling