+797.1%
RIOT vs HWM
+1,494.1%
-697.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.4% |
| 7D | +14.8% | -2.1% | +16.9% | +15.9% |
| 30D | +1.4% | -11.0% | +12.4% | +8.4% |
| 3M | -20.6% | +4.0% | -24.7% | -23.2% |
| 6M | +31.9% | -0.2% | +32.1% | +32.6% |
| YTD | +72.1% | +26.7% | +45.4% | +48.7% |
| 1Y | +65.7% | +44.7% | +20.9% | +32.2% |
| 3Y | +97.5% | +426.1% | -328.6% | -28.5% |
| 5Y | -36.7% | +738.5% | -775.2% | -81.7% |
| All | +797.1% | +1,494.1% | -697.0% | +83.5% |
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 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