+619.6%
RIOT vs HAS
+97.5%
+522.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.3% |
| 7D | +4.8% | +1.4% | +3.5% | +4.1% |
| 30D | +16.0% | +26.3% | -10.3% | +1.3% |
| 3M | -8.8% | +25.6% | -34.4% | -20.5% |
| 6M | -29.7% | +30.3% | -59.9% | -40.8% |
| YTD | +38.3% | +50.4% | -12.1% | +6.6% |
| 1Y | +26.2% | +57.7% | -31.5% | -5.5% |
| 3Y | +79.0% | +213.4% | -134.4% | -11.1% |
| 5Y | -60.4% | +49.1% | -109.4% | -70.2% |
| All | +619.6% | +97.5% | +522.1% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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