+210.2%
HD vs RUN
+43.6%
+166.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.5% | -0.6% |
| 7D | -1.8% | -1.8% | 0.0% | -1.7% |
| 30D | -10.8% | -10.8% | 0.0% | -9.9% |
| 3M | -2.7% | -30.2% | +27.5% | +0.6% |
| 6M | -10.3% | -22.3% | +12.0% | -8.8% |
| YTD | -7.8% | -52.2% | +44.4% | -2.9% |
| 1Y | -23.1% | -45.1% | +22.0% | -21.1% |
| 3Y | +2.0% | -37.1% | +39.1% | -9.4% |
| 5Y | +6.2% | -80.3% | +86.5% | +2.3% |
| 10Y | +210.2% | +45.2% | +164.9% | +104.9% |
| All | +210.2% | +43.6% | +166.6% | +104.9% |
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