+117.7%
RIOT vs HAL
-4.5%
+122.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +18.4% | -1.3% | +19.8% | +19.0% |
| 30D | +13.8% | +10.9% | +2.9% | +8.6% |
| 3M | -12.7% | -5.8% | -6.9% | -10.9% |
| 6M | +50.1% | +8.1% | +42.0% | +39.9% |
| YTD | +74.2% | +33.2% | +41.0% | +44.8% |
| 1Y | +45.1% | +74.2% | -29.1% | +2.5% |
| All | +117.7% | -4.5% | +122.2% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 3y: compounded portfolio wealth divided by compounded HAL 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…
3y analysis · Full analysis span regression · 6 months rolling