+513.0%
HLT vs RUN
-33.9%
+546.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | -2.6% | -3.4% | +0.8% | -2.3% |
| 30D | -2.6% | -14.0% | +11.3% | -1.4% |
| 3M | -9.4% | -27.5% | +18.1% | -7.2% |
| 6M | +2.7% | -29.0% | +31.7% | +4.9% |
| YTD | +6.8% | -53.1% | +59.9% | +12.0% |
| 1Y | +12.4% | -46.7% | +59.1% | +15.4% |
| 3Y | +100.2% | -38.3% | +138.5% | +78.6% |
| 5Y | +143.7% | -80.7% | +224.4% | +135.0% |
| 10Y | +584.9% | +42.4% | +542.4% | +383.9% |
| All | +513.0% | -33.9% | +546.9% | +339.9% |
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