+21.3%
HPQ vs RUN
-53.7%
+75.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.8% |
| 7D | -7.8% | +18.5% | -26.2% | -8.8% |
| 30D | -4.9% | +15.5% | -20.4% | -5.9% |
| 3M | +4.9% | -20.3% | +25.2% | +5.7% |
| 6M | +47.1% | -30.8% | +77.8% | +49.3% |
| YTD | +39.5% | -52.2% | +91.7% | +42.0% |
| 1Y | +21.3% | -53.9% | +75.1% | +24.0% |
| All | +21.3% | -53.7% | +75.0% | +24.0% |
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