+627.6%
RIOT vs HAL
+15.3%
+612.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.9% | -3.2% |
| 7D | +4.8% | +6.1% | -1.2% | +2.0% |
| 30D | +16.0% | +2.9% | +13.1% | +14.0% |
| 3M | -8.8% | +3.3% | -12.1% | -11.3% |
| 6M | -29.7% | -16.9% | -12.8% | -25.0% |
| YTD | +38.3% | +21.2% | +17.1% | +21.2% |
| 1Y | +26.2% | +27.5% | -1.3% | +7.8% |
| 3Y | +79.0% | -6.4% | +85.4% | +72.3% |
| 5Y | -60.4% | +58.0% | -118.4% | -71.8% |
| 10Y | +638.6% | -14.6% | +653.2% | +413.7% |
| All | +627.6% | +15.3% | +612.3% | +330.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling