+7.4%
HD vs RUN
-80.3%
+87.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -2.6% |
| 7D | -1.2% | +10.2% | -11.3% | -2.0% |
| 30D | -11.1% | -9.6% | -1.5% | -10.4% |
| 3M | +2.0% | -31.5% | +33.5% | +5.0% |
| 6M | -10.5% | -18.7% | +8.2% | -9.6% |
| YTD | -6.9% | -49.9% | +43.0% | -3.2% |
| 1Y | -23.2% | -45.5% | +22.3% | -21.4% |
| 3Y | +3.1% | -34.1% | +37.2% | -7.6% |
| 5Y | +7.4% | -79.4% | +86.8% | -0.1% |
| All | +7.4% | -80.3% | +87.7% | -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