-26.7%
RIOT vs HCA
+71.9%
-98.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.0% |
| 7D | -1.5% | +5.4% | -6.9% | -3.2% |
| 30D | +5.7% | +3.0% | +2.7% | +4.4% |
| 3M | -17.9% | +13.0% | -30.9% | -22.3% |
| 6M | +45.0% | -20.3% | +65.2% | +57.2% |
| YTD | +69.5% | -8.2% | +77.7% | +71.9% |
| 1Y | +37.2% | +6.7% | +30.5% | +30.3% |
| 3Y | +111.7% | +60.4% | +51.4% | +47.2% |
| All | -26.7% | +71.9% | -98.7% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 5y: compounded portfolio wealth divided by compounded HCA 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…
5y analysis · Full analysis span regression · 6 months rolling