+256.9%
HL vs RUN
+42.2%
+214.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -4.4% | -3.7% | -0.6% | -3.7% |
| 30D | +9.3% | -13.0% | +22.3% | +12.4% |
| 3M | +32.0% | -31.8% | +63.8% | +41.2% |
| 6M | -6.4% | -32.2% | +25.8% | 0.0% |
| YTD | +3.1% | -53.5% | +56.6% | +15.7% |
| 1Y | +77.6% | -46.5% | +124.1% | +91.8% |
| 3Y | +392.8% | -37.6% | +430.4% | +324.8% |
| 5Y | +234.1% | -80.9% | +315.0% | +230.9% |
| All | +256.9% | +42.2% | +214.7% | +108.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling