+243.8%
HPQ vs RUN
+42.2%
+201.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.8% | +9.2% | +8.5% |
| 7D | +9.8% | -3.7% | +13.5% | +10.2% |
| 30D | +22.4% | -13.0% | +35.4% | +24.3% |
| 3M | +45.2% | -31.8% | +77.0% | +51.4% |
| 6M | +96.4% | -32.2% | +128.7% | +103.5% |
| YTD | +65.4% | -53.5% | +118.9% | +76.7% |
| 1Y | +31.6% | -46.5% | +78.1% | +36.6% |
| 3Y | +37.0% | -37.6% | +74.6% | +18.6% |
| 5Y | +53.0% | -80.9% | +133.9% | +47.0% |
| All | +243.8% | +42.2% | +201.6% | +96.9% |
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