-32.1%
RIOT vs HTZ
-85.9%
+53.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.8% |
| 7D | +14.8% | +7.5% | +7.3% | +12.5% |
| 30D | +1.4% | +47.4% | -46.0% | -11.6% |
| 3M | -20.6% | -54.9% | +34.3% | -7.7% |
| 6M | +31.9% | -47.0% | +78.9% | +44.6% |
| YTD | +72.1% | -55.3% | +127.3% | +96.8% |
| 1Y | +65.7% | -57.6% | +123.3% | +82.6% |
| 3Y | +97.5% | -86.6% | +184.1% | +227.6% |
| All | -32.1% | -85.9% | +53.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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