-26.7%
RIOT vs HST
+72.4%
-99.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +25.1% | +2.0% | +23.1% | +22.3% |
| 30D | +8.5% | -5.2% | +13.7% | +15.2% |
| 3M | -13.4% | -6.2% | -7.1% | -8.1% |
| 6M | +57.1% | +20.4% | +36.7% | +24.8% |
| YTD | +75.7% | +30.6% | +45.1% | +27.3% |
| 1Y | +65.6% | +37.4% | +28.3% | +11.2% |
| 3Y | +103.3% | +66.1% | +37.2% | +11.6% |
| 5Y | -26.7% | +73.7% | -100.5% | -57.0% |
| All | -26.7% | +72.4% | -99.2% | -57.0% |
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