+133.9%
HL vs RUN
-46.2%
+180.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +1.5% | +1.3% | +0.2% | +1.2% |
| 30D | +25.1% | -15.3% | +40.3% | +29.9% |
| 3M | +22.9% | -40.0% | +62.9% | +37.2% |
| 6M | -4.9% | -27.0% | +22.0% | +1.6% |
| YTD | +7.8% | -51.7% | +59.5% | +20.1% |
| 1Y | +133.9% | -45.9% | +179.8% | +162.2% |
| All | +133.9% | -46.2% | +180.1% | +162.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling