+231.1%
HOOD vs RUN
-83.3%
+314.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.6% |
| 7D | +7.7% | -1.8% | +9.5% | +8.2% |
| 30D | +22.0% | -10.8% | +32.8% | +25.4% |
| 3M | +37.6% | -30.2% | +67.8% | +49.2% |
| 6M | +45.3% | -22.3% | +67.6% | +52.6% |
| YTD | +1.9% | -52.2% | +54.1% | +17.7% |
| 1Y | -2.7% | -45.1% | +42.4% | +7.1% |
| 3Y | +973.4% | -37.1% | +1,010.5% | +700.4% |
| 5Y | +179.3% | -80.3% | +259.5% | +174.5% |
| All | +231.1% | -83.3% | +314.3% | +228.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling