+485.8%
RIOT vs HUM
+152.7%
+333.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.8% |
| 7D | -1.5% | +2.1% | -3.6% | -2.1% |
| 30D | +5.7% | +5.4% | +0.3% | +4.1% |
| 3M | -17.9% | +11.4% | -29.3% | -20.6% |
| 6M | +45.0% | +141.5% | -96.5% | +9.7% |
| YTD | +69.5% | +61.2% | +8.3% | +42.2% |
| 1Y | +37.2% | +49.2% | -12.0% | +17.5% |
| 3Y | +111.7% | -9.0% | +120.8% | +107.8% |
| 5Y | -27.5% | +7.2% | -34.7% | -35.9% |
| All | +485.8% | +152.7% | +333.1% | +211.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling