-3.5%
HD vs RUN
-50.6%
+47.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.3% |
| 7D | -1.2% | +3.2% | -4.3% | -1.6% |
| 30D | +20.9% | +19.5% | +1.4% | +18.6% |
| 3M | -0.2% | -9.6% | +9.4% | 0.0% |
| 6M | +14.5% | -37.3% | +51.8% | +17.1% |
| YTD | +4.3% | -50.7% | +55.0% | +5.0% |
| 1Y | -3.5% | -54.1% | +50.6% | -2.6% |
| All | -3.5% | -50.6% | +47.1% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling