-20.5%
RUN vs HBM
+334.5%
-355.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -3.7% | -3.3% | -0.4% | -2.7% |
| 30D | -13.0% | -4.8% | -8.2% | -11.8% |
| 3M | -31.8% | -0.4% | -31.4% | -32.7% |
| 6M | -32.2% | +17.9% | -50.1% | -37.3% |
| YTD | -53.5% | +33.7% | -87.2% | -59.3% |
| 1Y | -46.5% | +95.6% | -142.1% | -59.0% |
| 3Y | -37.6% | +458.1% | -495.7% | -66.5% |
| 5Y | -80.9% | +329.0% | -409.8% | -89.3% |
| 10Y | +41.3% | +588.2% | -547.0% | -40.1% |
| All | -20.5% | +334.5% | -355.1% | -66.4% |
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