+103.3%
RIOT vs HST
+68.6%
+34.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +25.1% | +2.0% | +23.1% | +22.4% |
| 30D | +8.5% | -5.2% | +13.7% | +15.0% |
| 3M | -13.4% | -6.2% | -7.1% | -8.5% |
| 6M | +57.1% | +20.4% | +36.7% | +23.7% |
| YTD | +75.7% | +30.6% | +45.1% | +26.3% |
| 1Y | +65.6% | +37.4% | +28.3% | +10.5% |
| 3Y | +103.3% | +66.1% | +37.2% | +1.9% |
| All | +103.3% | +68.6% | +34.7% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling