+770.1%
RIOT vs HCA
+483.6%
+286.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -4.9% | -5.0% |
| 7D | -0.9% | +2.9% | -3.8% | -2.2% |
| 30D | +3.5% | +2.4% | +1.1% | +2.1% |
| 3M | -13.0% | +13.0% | -26.0% | -19.0% |
| 6M | +43.1% | -21.4% | +64.5% | +57.0% |
| YTD | +65.4% | -9.5% | +74.8% | +68.0% |
| 1Y | +27.7% | +7.5% | +20.2% | +19.2% |
| 3Y | +91.3% | +57.6% | +33.7% | +37.4% |
| 5Y | -29.3% | +71.1% | -100.4% | -52.4% |
| 10Y | +496.3% | +498.8% | -2.5% | +93.1% |
| All | +770.1% | +483.6% | +286.5% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling