+619.6%
RIOT vs HWM
+1,487.1%
-867.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.1% |
| 7D | +4.8% | +7.3% | -2.4% | +0.2% |
| 30D | +16.0% | +1.6% | +14.4% | +14.0% |
| 3M | -8.8% | -21.9% | +13.1% | +4.6% |
| 6M | -29.7% | -19.0% | -10.6% | -20.9% |
| YTD | +38.3% | +7.9% | +30.3% | +30.6% |
| 1Y | +26.2% | +9.9% | +16.3% | +18.1% |
| 3Y | +79.0% | +342.1% | -263.2% | -28.8% |
| 5Y | -60.4% | +600.8% | -661.1% | -87.3% |
| All | +619.6% | +1,487.1% | -867.4% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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