-37.8%
HDB vs RUN
-80.3%
+42.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.5% |
| 7D | -4.9% | -1.8% | -3.1% | -4.8% |
| 30D | -5.8% | -10.8% | +5.0% | -5.3% |
| 3M | -5.2% | -30.2% | +25.0% | -3.4% |
| 6M | -25.7% | -22.3% | -3.4% | -25.0% |
| YTD | -39.6% | -52.2% | +12.6% | -37.7% |
| 1Y | -36.9% | -45.1% | +8.2% | -35.8% |
| 3Y | -29.7% | -37.1% | +7.4% | -34.5% |
| 5Y | -37.8% | -80.3% | +42.5% | -37.8% |
| All | -37.8% | -80.3% | +42.5% | -37.8% |
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