+2,652.1%
RIO vs HIG
+995.0%
+1,657.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -0.9% | +2.6% | -3.5% | -1.6% |
| 30D | -9.1% | +4.2% | -13.3% | -10.1% |
| 3M | -13.7% | +0.2% | -13.9% | -13.9% |
| 6M | -24.3% | +4.6% | -28.9% | -25.6% |
| YTD | +8.9% | +1.1% | +7.8% | +7.8% |
| 1Y | +22.7% | +4.7% | +18.0% | +20.3% |
| 3Y | +51.2% | +95.5% | -44.3% | +24.7% |
| 5Y | +88.1% | +111.7% | -23.6% | +51.6% |
| 10Y | +352.3% | +263.4% | +88.9% | +204.7% |
| All | +2,652.1% | +995.0% | +1,657.2% | +1,100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling