+87.5%
HST vs RUN
-31.9%
+119.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -1.0% | +1.3% | -2.3% | -1.2% |
| 30D | -12.3% | -15.3% | +3.0% | -10.8% |
| 3M | -6.4% | -40.0% | +33.7% | -1.7% |
| 6M | +15.0% | -27.0% | +42.0% | +17.5% |
| YTD | +30.5% | -51.7% | +82.2% | +37.7% |
| 1Y | +35.7% | -45.9% | +81.6% | +40.0% |
| 3Y | +68.4% | -43.8% | +112.1% | +52.3% |
| 5Y | +73.1% | -80.5% | +153.6% | +67.1% |
| 10Y | +92.7% | +45.3% | +47.5% | +37.4% |
| All | +87.5% | -31.9% | +119.5% | +35.0% |
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 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