-20.3%
RIOT vs HUM
+51.1%
-71.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.7% | +9.6% |
| 7D | +6.4% | +1.6% | +4.8% | +6.2% |
| 30D | -20.4% | +3.5% | -24.0% | -20.7% |
| 3M | -28.7% | +15.5% | -44.2% | -29.6% |
| 6M | -17.7% | +76.2% | -93.9% | -19.6% |
| YTD | +21.3% | +64.5% | -43.2% | +8.2% |
| 1Y | -20.3% | +50.0% | -70.3% | -25.3% |
| All | -20.3% | +51.1% | -71.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling