+122.4%
HST vs RUN
+68.6%
+53.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +3.6% | -13.5% | +17.1% | +5.1% |
| 30D | +11.2% | +18.3% | -7.1% | +8.5% |
| 3M | +13.1% | -12.5% | +25.6% | +14.0% |
| 6M | +23.9% | -40.3% | +64.2% | +29.6% |
| YTD | +52.3% | -53.1% | +105.4% | +60.9% |
| 1Y | +56.7% | -54.3% | +110.9% | +65.6% |
| 3Y | +87.5% | -6.5% | +94.0% | +54.8% |
| 5Y | +82.8% | -85.3% | +168.1% | +83.9% |
| All | +122.4% | +68.6% | +53.9% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling