+123.6%
HOOD vs RUN
-83.6%
+207.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.6% |
| 7D | -3.8% | -13.5% | +9.8% | -0.3% |
| 30D | -23.0% | +18.3% | -41.3% | -27.0% |
| 3M | -21.6% | -12.5% | -9.2% | -20.0% |
| 6M | +1.4% | -40.3% | +41.8% | +13.4% |
| YTD | -31.2% | -53.1% | +21.9% | -21.0% |
| 1Y | -35.9% | -54.3% | +18.3% | -26.2% |
| 3Y | +836.9% | -6.5% | +843.4% | +499.3% |
| 5Y | +121.1% | -85.3% | +206.4% | +117.0% |
| All | +123.6% | -83.6% | +207.2% | +120.6% |
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