-81.4%
RUN vs HRB
+114.1%
-195.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -3.7% | -8.0% | +4.3% | -1.8% |
| 30D | -13.0% | -16.0% | +3.0% | -9.4% |
| 3M | -31.8% | +26.9% | -58.7% | -36.9% |
| 6M | -32.2% | +51.1% | -83.3% | -41.6% |
| YTD | -53.5% | +7.1% | -60.5% | -55.3% |
| 1Y | -46.5% | -9.6% | -36.9% | -45.8% |
| 3Y | -37.6% | +25.4% | -63.0% | -46.7% |
| All | -81.4% | +114.1% | -195.4% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling