+229.7%
HPQ vs RUN
-29.4%
+259.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.7% | -8.2% | -4.9% |
| 7D | -0.5% | +10.2% | -10.6% | -1.7% |
| 30D | +3.7% | -9.6% | +13.3% | +4.8% |
| 3M | +24.3% | -31.5% | +55.8% | +29.2% |
| 6M | +64.8% | -18.7% | +83.5% | +66.6% |
| YTD | +43.9% | -49.9% | +93.8% | +51.8% |
| 1Y | +11.7% | -45.5% | +57.2% | +15.5% |
| 3Y | +19.7% | -34.1% | +53.8% | +4.7% |
| 5Y | +32.2% | -79.4% | +111.7% | +26.4% |
| 10Y | +198.9% | +48.9% | +150.0% | +98.4% |
| All | +229.7% | -29.4% | +259.1% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling