+805.4%
RIOT vs HST
+106.8%
+698.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +14.8% | -1.0% | +15.8% | +15.7% |
| 30D | +1.4% | -12.3% | +13.7% | +11.0% |
| 3M | -20.6% | -6.4% | -14.3% | -17.4% |
| 6M | +31.9% | +15.0% | +16.9% | +19.3% |
| YTD | +72.1% | +30.5% | +41.6% | +42.5% |
| 1Y | +65.7% | +35.7% | +30.0% | +32.4% |
| 3Y | +97.5% | +68.4% | +29.1% | +41.9% |
| 5Y | -36.7% | +73.1% | -109.8% | -51.9% |
| 10Y | +550.1% | +92.7% | +457.4% | +331.3% |
| All | +805.4% | +106.8% | +698.6% | +474.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling