+30.2%
HWM vs RUN
-48.0%
+78.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.0% | +0.8% |
| 7D | -8.0% | -1.8% | -6.3% | -8.0% |
| 30D | -18.0% | -10.8% | -7.2% | -17.3% |
| 3M | -9.5% | -30.2% | +20.7% | -7.0% |
| 6M | -8.4% | -22.3% | +13.9% | -6.8% |
| YTD | +13.6% | -52.2% | +65.8% | +16.8% |
| 1Y | +30.2% | -45.1% | +75.3% | +33.0% |
| All | +30.2% | -48.0% | +78.3% | +33.0% |
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 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