+816.6%
RIOT vs HL
+659.8%
+156.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.5% |
| 7D | +18.4% | +0.4% | +18.0% | +18.3% |
| 30D | +13.8% | +18.8% | -5.1% | +7.0% |
| 3M | -12.7% | +43.7% | -56.5% | -23.2% |
| 6M | +50.1% | -1.0% | +51.2% | +49.8% |
| YTD | +74.2% | +8.7% | +65.5% | +66.9% |
| 1Y | +45.1% | +105.0% | -59.9% | +9.3% |
| 3Y | +101.6% | +427.3% | -325.7% | -1.1% |
| 5Y | -29.6% | +249.3% | -278.9% | -60.8% |
| 10Y | +528.1% | +284.2% | +244.0% | +161.6% |
| All | +816.6% | +659.8% | +156.8% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling