+1,463.9%
HWM vs RUN
+87.3%
+1,376.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.3% |
| 7D | +1.6% | +18.1% | -16.5% | -0.6% |
| 30D | -3.9% | +27.5% | -31.4% | -7.0% |
| 3M | -23.2% | -4.5% | -18.7% | -23.4% |
| 6M | -20.0% | -33.3% | +13.4% | -17.2% |
| YTD | +5.7% | -47.1% | +52.8% | +10.0% |
| 1Y | +4.9% | -43.1% | +48.0% | +8.0% |
| 3Y | +347.0% | -3.0% | +350.0% | +254.5% |
| 5Y | +563.0% | -82.6% | +645.6% | +556.3% |
| 10Y | +1,579.2% | +103.3% | +1,475.8% | +651.2% |
| All | +1,463.9% | +87.3% | +1,376.6% | +600.8% |
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