+1,773.8%
HWM vs RUN
+71.0%
+1,702.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -2.1% | +1.3% | -3.4% | -2.3% |
| 30D | -11.0% | -15.3% | +4.3% | -9.5% |
| 3M | +4.0% | -40.0% | +44.1% | +9.8% |
| 6M | -0.2% | -27.0% | +26.7% | +2.3% |
| YTD | +26.7% | -51.7% | +78.3% | +34.1% |
| 1Y | +44.7% | -45.9% | +90.6% | +49.6% |
| 3Y | +426.1% | -43.8% | +469.9% | +356.7% |
| 5Y | +738.5% | -80.5% | +819.0% | +700.1% |
| All | +1,773.8% | +71.0% | +1,702.9% | +753.7% |
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