+485.8%
RIOT vs HALO
+979.6%
-493.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -1.5% | -2.7% | +1.2% | -0.4% |
| 30D | +5.7% | +5.3% | +0.3% | +3.5% |
| 3M | -17.9% | +51.6% | -69.4% | -31.9% |
| 6M | +45.0% | +61.3% | -16.3% | +17.3% |
| YTD | +69.5% | +59.3% | +10.2% | +37.3% |
| 1Y | +37.2% | +38.3% | -1.1% | +16.8% |
| 3Y | +111.7% | +185.9% | -74.1% | +20.2% |
| 5Y | -27.5% | +159.9% | -187.5% | -56.9% |
| All | +485.8% | +979.6% | -493.8% | +194.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling