+256.1%
HD vs RUN
-31.9%
+288.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | -2.1% | +1.3% | -3.3% | -2.2% |
| 30D | -8.4% | -15.3% | +6.8% | -7.1% |
| 3M | +4.3% | -40.0% | +44.4% | +9.0% |
| 6M | -11.1% | -27.0% | +15.8% | -9.2% |
| YTD | -4.7% | -51.7% | +47.0% | -0.1% |
| 1Y | -19.8% | -45.9% | +26.1% | -17.7% |
| 3Y | +4.1% | -43.8% | +47.9% | -4.8% |
| 5Y | +10.3% | -80.5% | +90.8% | +6.7% |
| 10Y | +203.2% | +45.3% | +157.9% | +128.0% |
| All | +256.1% | -31.9% | +288.0% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling