-87.3%
RIVN vs HST
+79.1%
-166.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -4.6% |
| 7D | -3.7% | +3.6% | -7.3% | -6.5% |
| 30D | -4.3% | +9.9% | -14.2% | -11.6% |
| 3M | -19.6% | +12.9% | -32.6% | -27.6% |
| 6M | -8.2% | +22.9% | -31.1% | -23.8% |
| YTD | -35.1% | +52.4% | -87.5% | -55.3% |
| 1Y | -26.9% | +52.5% | -79.5% | -49.9% |
| 3Y | -16.9% | +87.4% | -104.3% | -53.6% |
| 5Y | -90.2% | +82.9% | -173.1% | -94.5% |
| All | -87.3% | +79.1% | -166.4% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling