-26.7%
RIOT vs HRB
+114.1%
-140.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.4% |
| 7D | -1.5% | -8.0% | +6.5% | -0.4% |
| 30D | +5.7% | -16.0% | +21.6% | +8.2% |
| 3M | -17.9% | +26.9% | -44.7% | -23.1% |
| 6M | +45.0% | +51.1% | -6.2% | +27.1% |
| YTD | +69.5% | +7.1% | +62.4% | +65.2% |
| 1Y | +37.2% | -9.6% | +46.8% | +41.6% |
| 3Y | +111.7% | +25.4% | +86.3% | +87.5% |
| All | -26.7% | +114.1% | -140.8% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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