+3,326.3%
RIO vs HIG
+1,002.1%
+2,324.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +4.0% | -3.2% | +7.2% | +4.7% |
| 3M | +0.1% | +9.1% | -9.0% | -2.4% |
| 6M | +12.7% | -1.8% | +14.5% | +12.7% |
| YTD | +35.6% | +1.8% | +33.8% | +34.2% |
| 1Y | +73.7% | +4.6% | +69.1% | +70.4% |
| 3Y | +93.3% | +101.6% | -8.3% | +58.5% |
| 5Y | +92.4% | +124.5% | -32.1% | +53.1% |
| 10Y | +606.9% | +317.8% | +289.1% | +361.2% |
| All | +3,326.3% | +1,002.1% | +2,324.2% | +1,394.7% |
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