+563.0%
HWM vs RUN
-83.2%
+646.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.2% |
| 7D | +1.6% | +18.1% | -16.5% | +0.4% |
| 30D | -3.9% | +27.5% | -31.4% | -5.7% |
| 3M | -23.2% | -4.5% | -18.7% | -23.3% |
| 6M | -20.0% | -33.3% | +13.4% | -18.4% |
| YTD | +5.7% | -47.1% | +52.8% | +8.2% |
| 1Y | +4.9% | -43.1% | +48.0% | +6.7% |
| 3Y | +347.0% | -3.0% | +350.0% | +285.9% |
| 5Y | +563.0% | -82.6% | +645.6% | +566.4% |
| All | +563.0% | -83.2% | +646.2% | +566.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling