+238.2%
HL vs RUN
-81.3%
+319.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.0% | -3.7% |
| 7D | -5.6% | -3.4% | -2.3% | -5.1% |
| 30D | +12.7% | -14.0% | +26.7% | +15.7% |
| 3M | +42.5% | -27.5% | +70.0% | +49.6% |
| 6M | -9.0% | -29.0% | +20.0% | -4.3% |
| YTD | +4.4% | -53.1% | +57.5% | +15.1% |
| 1Y | +82.7% | -46.7% | +129.4% | +95.6% |
| 3Y | +406.3% | -38.3% | +444.6% | +353.0% |
| 5Y | +238.2% | -80.7% | +318.9% | +249.6% |
| All | +238.2% | -81.3% | +319.4% | +249.6% |
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