-53.9%
RUN vs HRB
+16.9%
-70.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +0.9% |
| 7D | +18.5% | +16.0% | +2.4% | +17.2% |
| 30D | +15.5% | +32.1% | -16.6% | +13.4% |
| 3M | -20.3% | +21.5% | -41.8% | -21.4% |
| 6M | -30.8% | +82.1% | -112.9% | -36.4% |
| YTD | -52.2% | +31.6% | -83.8% | -56.1% |
| 1Y | -53.9% | +15.9% | -69.8% | -53.3% |
| All | -53.9% | +16.9% | -70.8% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling