+17.5%
HAS vs RUN
-49.0%
+66.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -2.6% |
| 7D | -3.1% | +10.2% | -13.3% | -3.7% |
| 30D | -2.7% | -9.6% | +6.9% | -2.2% |
| 3M | +8.9% | -31.5% | +40.4% | +11.1% |
| 6M | -2.9% | -18.7% | +15.8% | -2.5% |
| YTD | +12.6% | -49.9% | +62.5% | +15.2% |
| 1Y | +17.5% | -45.5% | +63.0% | +19.4% |
| All | +17.5% | -49.0% | +66.5% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling