+1,097.2%
RIO vs HBM
+613.3%
+483.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 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% | +16.2% |
| 1Y | +73.7% | +121.3% | -47.6% | +23.8% |
| 3Y | +93.3% | +450.6% | -357.3% | -8.5% |
| 5Y | +92.4% | +338.0% | -245.6% | -7.4% |
| 10Y | +606.9% | +578.6% | +28.3% | +117.7% |
| All | +1,097.2% | +613.3% | +483.8% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling