-58.4%
RIOT vs HST
+82.3%
-140.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.6% |
| 7D | +4.8% | +3.6% | +1.3% | +0.8% |
| 30D | +16.0% | +11.2% | +4.8% | +2.7% |
| 3M | -8.8% | +13.1% | -21.9% | -21.2% |
| 6M | -29.7% | +23.9% | -53.6% | -46.5% |
| YTD | +38.3% | +52.3% | -14.0% | -16.6% |
| 1Y | +26.2% | +56.7% | -30.4% | -26.9% |
| 3Y | +79.0% | +87.5% | -8.6% | -16.1% |
| All | -58.4% | +82.3% | -140.7% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling