-53.9%
RIOT vs HTZ
-92.5%
+38.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -8.4% | +21.6% | +15.3% |
| 7D | +30.4% | -14.6% | +45.0% | +34.9% |
| 30D | -9.9% | -20.8% | +10.9% | -5.2% |
| 3M | -21.2% | -18.8% | -2.4% | -19.5% |
| 6M | -29.5% | -74.7% | +45.2% | -6.6% |
| YTD | +31.9% | -68.1% | +100.0% | +61.4% |
| 1Y | -3.6% | -73.5% | +69.9% | +23.3% |
| 3Y | +51.8% | -81.8% | +133.6% | +84.4% |
| 5Y | -46.9% | -95.2% | +48.3% | +0.7% |
| All | -53.9% | -92.5% | +38.7% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling