+40.3%
RUN vs HBM
+619.2%
-578.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -3.7% | -3.3% | -0.4% | -2.5% |
| 30D | -13.0% | -4.8% | -8.2% | -11.7% |
| 3M | -31.8% | -0.4% | -31.4% | -32.9% |
| 6M | -32.2% | +17.9% | -50.1% | -38.2% |
| YTD | -53.5% | +33.7% | -87.2% | -60.4% |
| 1Y | -46.5% | +95.6% | -142.1% | -61.1% |
| 3Y | -37.6% | +458.1% | -495.7% | -70.4% |
| 5Y | -80.9% | +329.0% | -409.8% | -90.5% |
| All | +40.3% | +619.2% | -578.8% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling