+292.0%
HD vs RUN
-25.4%
+317.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.1% |
| 7D | +3.6% | +18.1% | -14.5% | +1.8% |
| 30D | +21.6% | +27.5% | -5.9% | +18.5% |
| 3M | +0.1% | -4.5% | +4.6% | +0.1% |
| 6M | +13.0% | -33.3% | +46.3% | +16.4% |
| YTD | +4.9% | -47.1% | +52.0% | +8.6% |
| 1Y | -2.1% | -43.1% | +41.1% | +0.4% |
| 3Y | +32.6% | -3.0% | +35.6% | +14.4% |
| 5Y | +8.2% | -82.6% | +90.8% | +6.0% |
| 10Y | +257.9% | +103.3% | +154.6% | +164.8% |
| All | +292.0% | -25.4% | +317.4% | +198.2% |
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