+101.9%
HAS vs RUN
+133.0%
-31.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.0% |
| 7D | +2.2% | +18.1% | -15.9% | -0.1% |
| 30D | +29.6% | +27.5% | +2.1% | +25.3% |
| 3M | +30.3% | -4.5% | +34.8% | +30.3% |
| 6M | +25.6% | -33.3% | +58.9% | +30.3% |
| YTD | +50.8% | -47.1% | +97.9% | +57.7% |
| 1Y | +63.0% | -43.1% | +106.2% | +68.2% |
| 3Y | +211.6% | -3.0% | +214.6% | +155.5% |
| 5Y | +50.4% | -82.6% | +133.0% | +47.9% |
| 10Y | +101.9% | +103.3% | -1.5% | +20.6% |
| All | +101.9% | +133.0% | -31.1% | +20.6% |
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