+18.7%
HPQ vs RUN
-46.2%
+64.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.3% |
| 7D | +6.9% | +1.3% | +5.7% | +6.8% |
| 30D | +14.4% | -15.3% | +29.7% | +15.7% |
| 3M | +25.6% | -40.0% | +65.6% | +29.8% |
| 6M | +75.0% | -27.0% | +102.0% | +78.1% |
| YTD | +50.7% | -51.7% | +102.4% | +55.4% |
| 1Y | +18.7% | -45.9% | +64.5% | +22.8% |
| All | +18.7% | -46.2% | +64.8% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling