+264.6%
HIG vs RUN
-32.6%
+297.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.2% | +0.9% |
| 7D | -0.5% | -1.8% | +1.3% | -0.4% |
| 30D | -2.8% | -10.8% | +8.0% | -2.3% |
| 3M | +6.3% | -30.2% | +36.5% | +8.0% |
| 6M | -0.1% | -22.3% | +22.2% | +0.4% |
| YTD | +0.4% | -52.2% | +52.6% | +2.9% |
| 1Y | +6.2% | -45.1% | +51.3% | +7.5% |
| 3Y | +101.6% | -37.1% | +138.7% | +86.6% |
| 5Y | +119.8% | -80.3% | +200.1% | +114.1% |
| 10Y | +311.7% | +45.2% | +266.5% | +204.1% |
| All | +264.6% | -32.6% | +297.3% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling