+48.6%
HAS vs RUN
-82.6%
+131.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -0.2% | +33.4% | -33.6% | -3.4% |
| 30D | +31.0% | +31.1% | -0.1% | +27.0% |
| 3M | +30.7% | +6.4% | +24.3% | +29.1% |
| 6M | +23.9% | -22.2% | +46.1% | +25.6% |
| YTD | +48.3% | -45.8% | +94.1% | +53.6% |
| 1Y | +60.2% | -51.1% | +111.3% | +67.1% |
| 3Y | +189.2% | -3.0% | +192.2% | +142.2% |
| All | +48.6% | -82.6% | +131.1% | +44.2% |
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