+114.2%
HIG vs RUN
-81.0%
+195.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -1.5% | -3.7% | +2.3% | -1.4% |
| 30D | -0.4% | -13.0% | +12.7% | -0.1% |
| 3M | +6.7% | -31.8% | +38.5% | +7.3% |
| 6M | +2.0% | -32.2% | +34.2% | +2.4% |
| YTD | +0.3% | -53.5% | +53.8% | +1.2% |
| 1Y | +4.2% | -46.5% | +50.7% | +4.6% |
| 3Y | +102.2% | -37.6% | +139.8% | +93.6% |
| All | +114.2% | -81.0% | +195.2% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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