+47.7%
HAS vs RUN
-85.3%
+133.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +1.4% | -13.5% | +14.9% | +2.9% |
| 30D | +26.3% | +18.3% | +8.0% | +23.6% |
| 3M | +25.6% | -12.5% | +38.1% | +26.6% |
| 6M | +30.3% | -40.3% | +70.6% | +35.9% |
| YTD | +50.4% | -53.1% | +103.5% | +58.0% |
| 1Y | +57.7% | -54.3% | +112.0% | +65.8% |
| 3Y | +213.4% | -6.5% | +219.9% | +162.2% |
| All | +47.7% | -85.3% | +133.0% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling