+245.3%
HD vs RUN
+74.1%
+171.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.3% |
| 7D | -1.2% | +3.2% | -4.3% | -1.7% |
| 30D | +20.9% | +19.5% | +1.4% | +18.2% |
| 3M | -0.2% | -9.6% | +9.4% | +0.4% |
| 6M | +14.5% | -37.3% | +51.8% | +19.0% |
| YTD | +4.3% | -50.7% | +55.0% | +9.1% |
| 1Y | -3.5% | -54.1% | +50.6% | +1.4% |
| 3Y | +30.1% | -3.9% | +34.0% | +9.5% |
| 5Y | +8.5% | -84.4% | +92.9% | +8.2% |
| 10Y | +245.3% | +77.5% | +167.8% | +123.8% |
| All | +245.3% | +74.1% | +171.2% | +123.8% |
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