+584.5%
RIO vs HIG
+313.7%
+270.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -3.2% | -1.5% | -1.8% | -2.8% |
| 30D | +0.9% | -0.4% | +1.3% | +0.9% |
| 3M | -1.4% | +6.7% | -8.1% | -3.9% |
| 6M | +10.9% | +2.0% | +9.0% | +9.5% |
| YTD | +31.2% | +0.3% | +30.9% | +30.1% |
| 1Y | +67.9% | +4.2% | +63.7% | +63.8% |
| 3Y | +88.8% | +102.2% | -13.4% | +41.9% |
| 5Y | +93.1% | +118.5% | -25.4% | +40.1% |
| All | +584.5% | +313.7% | +270.9% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling