+770.1%
RIOT vs HLT
+588.7%
+181.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.8% | -4.9% |
| 7D | -0.9% | -2.6% | +1.7% | +1.2% |
| 30D | +3.5% | -2.6% | +6.1% | +5.7% |
| 3M | -13.0% | -9.4% | -3.6% | -5.9% |
| 6M | +43.1% | +2.7% | +40.4% | +40.4% |
| YTD | +65.4% | +6.8% | +58.6% | +56.3% |
| 1Y | +27.7% | +12.4% | +15.4% | +14.5% |
| 3Y | +91.3% | +100.2% | -8.8% | +11.1% |
| 5Y | -29.3% | +143.7% | -173.0% | -62.4% |
| 10Y | +496.3% | +584.9% | -88.6% | +55.6% |
| All | +770.1% | +588.7% | +181.4% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling