-80.7%
RUN vs HBM
+336.0%
-416.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.5% | +5.6% | +1.7% |
| 7D | -3.4% | -3.7% | +0.4% | -1.7% |
| 30D | -14.0% | -3.7% | -10.3% | -12.9% |
| 3M | -27.5% | +8.0% | -35.5% | -31.8% |
| 6M | -29.0% | +15.8% | -44.8% | -36.6% |
| YTD | -53.1% | +34.4% | -87.5% | -62.1% |
| 1Y | -46.7% | +98.2% | -144.9% | -65.1% |
| 3Y | -38.3% | +476.6% | -514.9% | -78.1% |
| 5Y | -80.7% | +331.1% | -411.8% | -92.7% |
| All | -80.7% | +336.0% | -416.7% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling