+805.4%
RIOT vs HAL
+26.6%
+778.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.4% |
| 7D | +14.8% | +2.9% | +11.9% | +13.2% |
| 30D | +1.4% | +17.0% | -15.6% | -6.3% |
| 3M | -20.6% | -9.7% | -11.0% | -17.6% |
| 6M | +31.9% | +8.6% | +23.3% | +23.4% |
| YTD | +72.1% | +33.0% | +39.1% | +45.8% |
| 1Y | +65.7% | +68.3% | -2.7% | +23.8% |
| 3Y | +97.5% | +0.1% | +97.4% | +85.1% |
| 5Y | -36.7% | +102.6% | -139.3% | -59.6% |
| 10Y | +550.1% | +3.8% | +546.3% | +315.4% |
| All | +805.4% | +26.6% | +778.8% | +418.1% |
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 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