+107.0%
HST vs RUN
+43.6%
+63.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.4% | +0.4% |
| 7D | -0.3% | -1.8% | +1.5% | -0.1% |
| 30D | -2.8% | -10.8% | +8.1% | -1.6% |
| 3M | -6.5% | -30.2% | +23.7% | -3.1% |
| 6M | +20.7% | -22.3% | +43.0% | +22.6% |
| YTD | +30.5% | -52.2% | +82.6% | +38.4% |
| 1Y | +36.8% | -45.1% | +81.9% | +41.3% |
| 3Y | +65.9% | -37.1% | +103.0% | +45.4% |
| 5Y | +73.9% | -80.3% | +154.2% | +67.2% |
| 10Y | +107.0% | +45.2% | +61.8% | +24.1% |
| All | +107.0% | +43.6% | +63.5% | +24.1% |
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