-25.5%
RIOT vs HAL
+108.8%
-134.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.4% |
| 3M | -12.7% | -5.8% | -6.9% | -11.2% |
| 6M | +50.1% | +8.1% | +42.0% | +40.6% |
| YTD | +74.2% | +33.2% | +41.0% | +47.0% |
| 1Y | +45.1% | +74.2% | -29.1% | +5.9% |
| 3Y | +101.6% | -3.7% | +105.2% | +89.1% |
| All | -25.5% | +108.8% | -134.2% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling