+31.6%
HPQ vs RUN
-47.1%
+78.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.8% | +9.2% | +8.5% |
| 7D | +9.8% | -3.7% | +13.5% | +10.0% |
| 30D | +22.4% | -13.0% | +35.4% | +23.4% |
| 3M | +45.2% | -31.8% | +77.0% | +48.5% |
| 6M | +96.4% | -32.2% | +128.7% | +100.8% |
| YTD | +65.4% | -53.5% | +118.9% | +70.8% |
| 1Y | +31.6% | -46.5% | +78.1% | +39.6% |
| All | +31.6% | -47.1% | +78.7% | +39.6% |
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