+26.4%
HPQ vs RUN
-38.5%
+64.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +3.0% | +1.2% |
| 7D | +3.5% | -3.4% | +6.9% | +3.7% |
| 30D | +13.7% | -14.0% | +27.6% | +14.9% |
| 3M | +33.9% | -27.5% | +61.3% | +36.6% |
| 6M | +80.9% | -29.0% | +109.9% | +84.3% |
| YTD | +52.6% | -53.1% | +105.7% | +58.8% |
| 1Y | +21.2% | -46.7% | +68.0% | +24.3% |
| All | +26.4% | -38.5% | +64.9% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling