+144.6%
HST vs RUN
+94.0%
+50.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.6% | +13.1% | +3.8% |
| 7D | +0.6% | +0.3% | +0.2% | +0.2% |
| 30D | +14.5% | +14.0% | +0.5% | +12.2% |
| 3M | +15.4% | -11.8% | +27.2% | +16.2% |
| 6M | +22.0% | -40.4% | +62.4% | +27.6% |
| YTD | +54.9% | -52.7% | +107.5% | +63.5% |
| 1Y | +54.0% | -52.5% | +106.5% | +62.0% |
| 3Y | +90.4% | -7.7% | +98.2% | +57.7% |
| 5Y | +84.2% | -83.9% | +168.1% | +82.7% |
| 10Y | +144.6% | +84.9% | +59.7% | +47.1% |
| All | +144.6% | +94.0% | +50.6% | +47.1% |
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