-35.9%
RUN vs HBM
+506.5%
-542.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -3.9% | -4.2% |
| 7D | -1.8% | +5.5% | -7.3% | -4.4% |
| 30D | -10.8% | +3.3% | -14.1% | -12.6% |
| 3M | -30.2% | +12.7% | -42.8% | -35.7% |
| 6M | -22.3% | +28.2% | -50.5% | -34.5% |
| YTD | -52.2% | +45.3% | -97.5% | -63.6% |
| 1Y | -45.1% | +121.7% | -166.8% | -67.7% |
| All | -35.9% | +506.5% | -542.4% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling