-46.5%
RUN vs HRB
-6.2%
-40.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -3.7% | -8.0% | +4.3% | -3.6% |
| 30D | -13.0% | -16.0% | +3.0% | -12.6% |
| 3M | -31.8% | +26.9% | -58.7% | -32.4% |
| 6M | -32.2% | +51.1% | -83.3% | -35.6% |
| YTD | -53.5% | +7.1% | -60.5% | -58.8% |
| 1Y | -46.5% | -9.6% | -36.9% | -52.4% |
| All | -46.5% | -6.2% | -40.4% | -52.4% |
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