+816.6%
RIOT vs HIG
+268.6%
+548.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.2% |
| 7D | +18.4% | -0.5% | +18.9% | +18.8% |
| 30D | +13.8% | -2.8% | +16.6% | +15.2% |
| 3M | -12.7% | +6.3% | -19.1% | -16.5% |
| 6M | +50.1% | -0.1% | +50.2% | +47.6% |
| YTD | +74.2% | +0.4% | +73.8% | +69.4% |
| 1Y | +45.1% | +6.2% | +38.9% | +35.9% |
| 3Y | +101.6% | +101.6% | -0.1% | +32.7% |
| 5Y | -29.6% | +119.8% | -149.4% | -55.4% |
| 10Y | +528.1% | +311.7% | +216.4% | +193.1% |
| All | +816.6% | +268.6% | +548.0% | +325.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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