+62.7%
HYG vs RUN
-33.9%
+96.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | -0.4% |
| 7D | -0.7% | -3.4% | +2.6% | -0.6% |
| 30D | -0.6% | -14.0% | +13.4% | -0.1% |
| 3M | +0.4% | -27.5% | +27.9% | +1.4% |
| 6M | +1.2% | -29.0% | +30.2% | +2.1% |
| YTD | +1.5% | -53.1% | +54.6% | +3.4% |
| 1Y | +3.2% | -46.7% | +49.9% | +4.3% |
| 3Y | +25.9% | -38.3% | +64.2% | +20.6% |
| 5Y | +18.6% | -80.7% | +99.3% | +16.7% |
| 10Y | +55.8% | +42.4% | +13.4% | +36.1% |
| All | +62.7% | -33.9% | +96.6% | +43.0% |
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 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