+67.9%
RIO vs HIG
+5.5%
+62.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.5% |
| 7D | -3.2% | -1.5% | -1.8% | -3.5% |
| 30D | +0.9% | -0.4% | +1.3% | +0.9% |
| 3M | -1.4% | +6.7% | -8.1% | -0.9% |
| 6M | +10.9% | +2.0% | +9.0% | +11.5% |
| YTD | +31.2% | +0.3% | +30.9% | +31.8% |
| 1Y | +67.9% | +4.2% | +63.7% | +72.2% |
| All | +67.9% | +5.5% | +62.4% | +72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling