+619.6%
RIOT vs HST
+133.7%
+485.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +4.8% | +3.6% | +1.3% | +2.3% |
| 30D | +16.0% | +11.2% | +4.8% | +7.5% |
| 3M | -8.8% | +13.1% | -21.9% | -16.8% |
| 6M | -29.7% | +23.9% | -53.6% | -40.5% |
| YTD | +38.3% | +52.3% | -14.0% | +1.7% |
| 1Y | +26.2% | +56.7% | -30.4% | -9.3% |
| 3Y | +79.0% | +87.5% | -8.6% | +16.5% |
| 5Y | -60.4% | +82.8% | -143.1% | -72.0% |
| All | +619.6% | +133.7% | +485.9% | +271.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling