+99.3%
HLT vs RUN
-39.0%
+138.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -1.6% | -3.7% | +2.1% | -1.5% |
| 30D | -5.0% | -13.0% | +8.0% | -4.6% |
| 3M | -10.4% | -31.8% | +21.4% | -9.5% |
| 6M | +3.2% | -32.2% | +35.5% | +4.1% |
| YTD | +6.7% | -53.5% | +60.2% | +8.5% |
| 1Y | +10.3% | -46.5% | +56.8% | +11.4% |
| 3Y | +99.3% | -37.6% | +136.9% | +93.0% |
| All | +99.3% | -39.0% | +138.3% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling