-28.5%
HDB vs RUN
-35.6%
+7.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -3.1% |
| 7D | -2.0% | +10.2% | -12.2% | -2.4% |
| 30D | -4.9% | -9.6% | +4.7% | -4.6% |
| 3M | -2.3% | -31.5% | +29.2% | -1.2% |
| 6M | -23.7% | -18.7% | -5.0% | -23.3% |
| YTD | -38.5% | -49.9% | +11.4% | -37.5% |
| 1Y | -36.5% | -45.5% | +9.0% | -35.7% |
| 3Y | -28.5% | -34.1% | +5.6% | -30.4% |
| All | -28.5% | -35.6% | +7.1% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling