+73.7%
HST vs RUN
-80.3%
+154.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.3% |
| 7D | +2.0% | +10.2% | -8.2% | +1.1% |
| 30D | -5.2% | -9.6% | +4.4% | -4.4% |
| 3M | -6.2% | -31.5% | +25.3% | -3.3% |
| 6M | +20.4% | -18.7% | +39.1% | +21.5% |
| YTD | +30.6% | -49.9% | +80.5% | +36.5% |
| 1Y | +37.4% | -45.5% | +82.9% | +41.2% |
| 3Y | +66.1% | -34.1% | +100.2% | +47.6% |
| 5Y | +73.7% | -79.4% | +153.2% | +68.0% |
| All | +73.7% | -80.3% | +154.0% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling