+741.5%
HWM vs RUN
-80.5%
+821.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -2.1% | +1.3% | -3.4% | -2.2% |
| 30D | -11.0% | -15.3% | +4.3% | -10.1% |
| 3M | +4.0% | -40.0% | +44.1% | +7.3% |
| 6M | -0.2% | -27.0% | +26.7% | +1.3% |
| YTD | +26.7% | -51.7% | +78.3% | +30.8% |
| 1Y | +44.7% | -45.9% | +90.6% | +47.6% |
| 3Y | +426.1% | -43.8% | +469.9% | +384.7% |
| All | +741.5% | -80.5% | +821.9% | +705.4% |
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