+633.7%
RIOT vs HWM
+1,272.7%
-639.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | +20.8% | +11.1% | +9.7% | +13.1% |
| 30D | +7.0% | +3.0% | +4.0% | +4.1% |
| 3M | -12.3% | -20.7% | +8.5% | -0.3% |
| 6M | -27.3% | -17.2% | -10.1% | -19.4% |
| YTD | +40.7% | +9.1% | +31.7% | +32.1% |
| 1Y | +15.3% | +9.0% | +6.3% | +8.6% |
| 3Y | +72.1% | +353.8% | -281.7% | -32.6% |
| 5Y | -59.7% | +608.0% | -667.7% | -87.1% |
| 10Y | +651.6% | +1,510.3% | -858.7% | +66.9% |
| All | +633.7% | +1,272.7% | -639.0% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling