+163.5%
HON vs RUN
-29.4%
+192.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.0% |
| 7D | -0.8% | +10.2% | -11.0% | -1.6% |
| 30D | -15.2% | -9.6% | -5.6% | -14.6% |
| 3M | -6.0% | -31.5% | +25.5% | -3.5% |
| 6M | -14.9% | -18.7% | +3.8% | -14.1% |
| YTD | +3.2% | -49.9% | +53.0% | +6.9% |
| 1Y | 0.0% | -45.5% | +45.5% | +2.3% |
| 3Y | +21.5% | -34.1% | +55.6% | +10.1% |
| 5Y | +4.0% | -79.4% | +83.5% | +0.4% |
| 10Y | +138.4% | +48.9% | +89.4% | +76.2% |
| All | +163.5% | -29.4% | +192.9% | +98.1% |
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