-56.6%
RIOT vs ALHC
-33.0%
-23.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -4.5% |
| 7D | -0.9% | -5.8% | +4.9% | +0.6% |
| 30D | +3.5% | -3.3% | +6.8% | +4.2% |
| 3M | -13.0% | -37.9% | +24.9% | -2.9% |
| 6M | +43.1% | -29.5% | +72.6% | +49.7% |
| YTD | +65.4% | -35.4% | +100.7% | +76.5% |
| 1Y | +27.7% | -22.4% | +50.2% | +29.2% |
| 3Y | +91.3% | +146.3% | -55.0% | +14.0% |
| 5Y | -29.3% | -32.0% | +2.7% | -45.5% |
| All | -56.6% | -33.0% | -23.5% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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