+55.7%
HAS vs RUN
+46.3%
+9.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -2.9% |
| 7D | -3.1% | +10.2% | -13.3% | -4.3% |
| 30D | -2.7% | -9.6% | +6.9% | -1.6% |
| 3M | +8.9% | -31.5% | +40.4% | +13.4% |
| 6M | -2.9% | -18.7% | +15.8% | -1.9% |
| YTD | +12.6% | -49.9% | +62.5% | +19.1% |
| 1Y | +17.5% | -45.5% | +63.0% | +21.5% |
| 3Y | +46.2% | -34.1% | +80.3% | +26.7% |
| 5Y | +12.6% | -79.4% | +92.0% | +7.4% |
| 10Y | +55.7% | +48.9% | +6.7% | -6.3% |
| All | +55.7% | +46.3% | +9.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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