-20.3%
RIOT vs HALO
+92.7%
-113.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.3% | +8.3% | +9.3% |
| 7D | +6.4% | +0.2% | +6.1% | +6.3% |
| 30D | -20.4% | +20.3% | -40.8% | -24.0% |
| 3M | -28.7% | +56.6% | -85.3% | -36.4% |
| 6M | -17.7% | +101.9% | -119.6% | -35.7% |
| YTD | +21.3% | +93.7% | -72.4% | -5.2% |
| 1Y | -20.3% | +91.5% | -111.8% | -36.4% |
| All | -20.3% | +92.7% | -113.0% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling