+1,001.9%
HL vs RUN
-29.4%
+1,031.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.7% |
| 7D | +7.1% | +10.2% | -3.1% | +5.2% |
| 30D | +21.4% | -9.6% | +31.1% | +23.7% |
| 3M | +37.4% | -31.5% | +68.9% | +46.3% |
| 6M | +0.4% | -18.7% | +19.1% | +3.4% |
| YTD | +6.7% | -49.9% | +56.6% | +17.2% |
| 1Y | +102.4% | -45.5% | +147.9% | +116.8% |
| 3Y | +417.4% | -34.1% | +451.5% | +350.1% |
| 5Y | +243.3% | -79.4% | +322.8% | +236.1% |
| 10Y | +242.6% | +48.9% | +193.6% | +125.5% |
| All | +1,001.9% | -29.4% | +1,031.3% | +654.3% |
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