+1,490.9%
HWM vs RUN
+66.4%
+1,424.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | +0.3% |
| 7D | +11.1% | -13.7% | +24.8% | +12.9% |
| 30D | +3.0% | +9.4% | -6.4% | +1.3% |
| 3M | -20.7% | -13.4% | -7.3% | -20.0% |
| 6M | -17.2% | -39.6% | +22.4% | -13.4% |
| YTD | +9.1% | -53.7% | +62.8% | +15.2% |
| 1Y | +9.0% | -56.2% | +65.2% | +15.7% |
| 3Y | +353.8% | -9.7% | +363.6% | +261.2% |
| 5Y | +608.0% | -85.5% | +693.5% | +619.2% |
| All | +1,490.9% | +66.4% | +1,424.5% | +611.0% |
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 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