-19.9%
RUN vs HBM
+250.3%
-270.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | -13.5% | +2.2% | -15.8% | -14.3% |
| 30D | +18.3% | -11.8% | +30.1% | +22.3% |
| 3M | -12.5% | -19.2% | +6.7% | -7.0% |
| 6M | -40.3% | -22.9% | -17.4% | -36.6% |
| YTD | -53.1% | +7.8% | -60.9% | -56.3% |
| 1Y | -54.3% | +34.9% | -89.2% | -60.6% |
| 3Y | -6.5% | +422.2% | -428.7% | -49.1% |
| 5Y | -85.3% | +192.8% | -278.1% | -90.9% |
| 10Y | +68.9% | +281.1% | -212.3% | -19.6% |
| All | -19.9% | +250.3% | -270.2% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling