-26.7%
RIOT vs HLT
+142.1%
-168.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -1.5% | -1.6% | +0.1% | +0.3% |
| 30D | +5.7% | -5.0% | +10.7% | +11.9% |
| 3M | -17.9% | -10.4% | -7.5% | -7.6% |
| 6M | +45.0% | +3.2% | +41.7% | +39.2% |
| YTD | +69.5% | +6.7% | +62.7% | +55.0% |
| 1Y | +37.2% | +10.3% | +26.9% | +19.0% |
| 3Y | +111.7% | +99.3% | +12.4% | -6.9% |
| All | -26.7% | +142.1% | -168.8% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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