+10.3%
HLT vs RUN
-47.1%
+57.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -1.6% | -3.7% | +2.1% | -1.4% |
| 30D | -5.0% | -13.0% | +8.0% | -4.5% |
| 3M | -10.4% | -31.8% | +21.4% | -8.9% |
| 6M | +3.2% | -32.2% | +35.5% | +4.4% |
| YTD | +6.7% | -53.5% | +60.2% | +9.2% |
| 1Y | +10.3% | -46.5% | +56.8% | +11.0% |
| All | +10.3% | -47.1% | +57.3% | +11.0% |
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