+193.0%
HOOD vs RUN
-80.3%
+273.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.7% | -7.6% | -4.9% |
| 7D | +13.4% | +10.2% | +3.2% | +10.5% |
| 30D | +25.8% | -9.6% | +35.4% | +28.8% |
| 3M | +38.0% | -31.5% | +69.5% | +50.4% |
| 6M | +52.2% | -18.7% | +70.9% | +58.0% |
| YTD | +3.7% | -49.9% | +53.6% | +18.6% |
| 1Y | +0.1% | -45.5% | +45.6% | +10.4% |
| 3Y | +992.6% | -34.1% | +1,026.6% | +699.3% |
| 5Y | +193.0% | -79.4% | +272.4% | +192.7% |
| All | +193.0% | -80.3% | +273.3% | +192.7% |
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