+471.6%
RIOT vs HST
+109.4%
+362.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.5% | -5.5% | -5.4% |
| 7D | -0.9% | +0.7% | -1.6% | -1.4% |
| 30D | +3.5% | -0.7% | +4.2% | +3.9% |
| 3M | -13.0% | -4.0% | -9.0% | -11.0% |
| 6M | +43.1% | +20.7% | +22.4% | +24.5% |
| YTD | +65.4% | +31.0% | +34.3% | +36.0% |
| 1Y | +27.7% | +36.2% | -8.5% | +1.3% |
| 3Y | +91.3% | +66.6% | +24.7% | +37.5% |
| 5Y | -29.3% | +75.8% | -105.1% | -47.0% |
| All | +471.6% | +109.4% | +362.2% | +221.1% |
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