+67.7%
HAS vs RUN
-31.9%
+99.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -1.8% | +1.3% | -3.1% | -2.0% |
| 30D | +2.3% | -15.3% | +17.5% | +4.0% |
| 3M | +10.4% | -40.0% | +50.4% | +16.4% |
| 6M | -3.2% | -27.0% | +23.7% | -1.0% |
| YTD | +15.4% | -51.7% | +67.1% | +22.2% |
| 1Y | +18.8% | -45.9% | +64.7% | +22.6% |
| 3Y | +43.9% | -43.8% | +87.7% | +29.4% |
| 5Y | +13.9% | -80.5% | +94.4% | +9.7% |
| 10Y | +56.4% | +45.3% | +11.2% | +6.8% |
| All | +67.7% | -31.9% | +99.6% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling