-35.9%
RUN vs HRB
+25.9%
-61.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -2.9% | -4.3% |
| 7D | -1.8% | -10.6% | +8.8% | -0.4% |
| 30D | -10.8% | -0.8% | -10.0% | -11.0% |
| 3M | -30.2% | +19.1% | -49.2% | -32.3% |
| 6M | -22.3% | +48.7% | -71.0% | -29.0% |
| YTD | -52.2% | +7.1% | -59.3% | -53.6% |
| 1Y | -45.1% | -8.3% | -36.8% | -44.8% |
| All | -35.9% | +25.9% | -61.8% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling