-84.1%
RIVN vs HST
+54.7%
-138.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.5% |
| 7D | +1.8% | +0.9% | +1.0% | +1.1% |
| 30D | +0.6% | -2.5% | +3.1% | +2.7% |
| 3M | +3.2% | -5.1% | +8.3% | +6.8% |
| 6M | -3.7% | +21.6% | -25.3% | -19.5% |
| YTD | -18.7% | +31.6% | -50.3% | -36.6% |
| 1Y | +14.7% | +36.1% | -21.4% | -13.7% |
| 3Y | -31.5% | +66.5% | -98.0% | -57.9% |
| All | -84.1% | +54.7% | -138.8% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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