+86.7%
RIOT vs HWM
+355.2%
-268.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | -0.7% |
| 7D | +18.9% | +5.0% | +14.0% | +14.7% |
| 30D | +11.0% | +1.5% | +9.5% | +8.7% |
| 3M | -9.7% | -20.3% | +10.6% | +5.6% |
| 6M | -27.9% | -18.0% | -9.8% | -17.4% |
| YTD | +44.3% | +9.5% | +34.8% | +30.9% |
| 1Y | +13.3% | +7.5% | +5.8% | +4.6% |
| All | +86.7% | +355.2% | -268.5% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling