-26.7%
RIOT vs HL
+235.2%
-261.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.0% |
| 7D | -1.5% | -4.4% | +2.8% | +0.3% |
| 30D | +5.7% | +9.3% | -3.6% | +1.9% |
| 3M | -17.9% | +32.0% | -49.8% | -26.9% |
| 6M | +45.0% | -6.4% | +51.4% | +47.3% |
| YTD | +69.5% | +3.1% | +66.3% | +64.1% |
| 1Y | +37.2% | +77.6% | -40.4% | +4.8% |
| 3Y | +111.7% | +392.8% | -281.1% | -10.1% |
| All | -26.7% | +235.2% | -261.9% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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