+8.2%
HD vs RUN
-83.2%
+91.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.1% |
| 7D | +3.6% | +18.1% | -14.5% | +2.0% |
| 30D | +21.6% | +27.5% | -5.9% | +18.8% |
| 3M | +0.1% | -4.5% | +4.6% | +0.1% |
| 6M | +13.0% | -33.3% | +46.3% | +16.0% |
| YTD | +4.9% | -47.1% | +52.0% | +8.2% |
| 1Y | -2.1% | -43.1% | +41.1% | +0.1% |
| 3Y | +32.6% | -3.0% | +35.6% | +13.8% |
| 5Y | +8.2% | -82.6% | +90.8% | +0.1% |
| All | +8.2% | -83.2% | +91.4% | +0.1% |
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