+762.1%
RIOT vs HWM
+1,301.3%
-539.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.0% | -3.8% |
| 7D | -0.9% | -12.5% | +11.6% | +7.3% |
| 30D | +3.5% | -19.0% | +22.5% | +16.8% |
| 3M | -13.0% | -8.6% | -4.4% | -8.8% |
| 6M | +43.1% | -10.2% | +53.3% | +52.8% |
| YTD | +65.4% | +11.3% | +54.0% | +54.2% |
| 1Y | +27.7% | +24.3% | +3.5% | +11.6% |
| 3Y | +91.3% | +382.3% | -290.9% | -27.1% |
| 5Y | -29.3% | +640.6% | -669.9% | -77.9% |
| All | +762.1% | +1,301.3% | -539.2% | +90.4% |
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