+127.0%
HOOD vs RUN
-83.2%
+210.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.6% |
| 7D | -0.6% | +18.1% | -18.7% | -5.4% |
| 30D | -23.6% | +27.5% | -51.1% | -28.9% |
| 3M | -10.7% | -4.5% | -6.2% | -10.7% |
| 6M | +8.2% | -33.3% | +41.5% | +17.8% |
| YTD | -26.3% | -47.1% | +20.7% | -17.8% |
| 1Y | -36.1% | -43.1% | +7.1% | -30.2% |
| 3Y | +950.7% | -3.0% | +953.7% | +559.0% |
| 5Y | +127.0% | -82.6% | +209.6% | +157.7% |
| All | +127.0% | -83.2% | +210.2% | +157.7% |
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