+485.8%
RIOT vs HBM
+619.2%
-133.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | -1.5% | -3.3% | +1.8% | 0.0% |
| 30D | +5.7% | -4.8% | +10.5% | +8.3% |
| 3M | -17.9% | -0.4% | -17.4% | -18.2% |
| 6M | +45.0% | +17.9% | +27.1% | +33.0% |
| YTD | +69.5% | +33.7% | +35.7% | +46.4% |
| 1Y | +37.2% | +95.6% | -58.4% | -1.5% |
| 3Y | +111.7% | +458.1% | -346.4% | -14.0% |
| 5Y | -27.5% | +329.0% | -356.5% | -67.6% |
| All | +485.8% | +619.2% | -133.4% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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