-17.5%
RUN vs HRB
+111.0%
-128.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.5% | +0.7% |
| 7D | +1.3% | -5.7% | +6.9% | +3.0% |
| 30D | -15.3% | +7.9% | -23.2% | -17.6% |
| 3M | -40.0% | +32.1% | -72.1% | -45.6% |
| 6M | -27.0% | +62.2% | -89.2% | -38.9% |
| YTD | -51.7% | +16.4% | -68.1% | -55.1% |
| 1Y | -45.9% | -0.3% | -45.6% | -47.4% |
| 3Y | -43.8% | +36.0% | -79.8% | -52.0% |
| 5Y | -80.5% | +125.2% | -205.7% | -85.8% |
| 10Y | +45.3% | +237.7% | -192.4% | -13.2% |
| All | -17.5% | +111.0% | -128.5% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling