-20.3%
RIOT vs HST
+76.4%
-96.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.3% | +8.3% | +8.7% |
| 7D | +6.4% | +3.3% | +3.0% | +4.1% |
| 30D | -20.4% | +16.4% | -36.8% | -28.2% |
| 3M | -28.7% | +5.5% | -34.2% | -31.2% |
| 6M | -17.7% | +31.1% | -48.9% | -35.6% |
| YTD | +21.3% | +55.9% | -34.6% | -11.2% |
| 1Y | -20.3% | +75.6% | -95.9% | -41.2% |
| All | -20.3% | +76.4% | -96.6% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling