+111.3%
HST vs RUN
-23.6%
+134.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | -2.7% | +33.4% | -36.1% | -5.8% |
| 30D | +10.7% | +31.1% | -20.4% | +7.2% |
| 3M | +6.3% | +6.4% | -0.1% | +4.9% |
| 6M | +19.0% | -22.2% | +41.2% | +20.7% |
| YTD | +47.0% | -45.8% | +92.8% | +52.6% |
| 1Y | +53.4% | -51.1% | +104.6% | +60.2% |
| 3Y | +78.0% | -3.0% | +81.0% | +50.7% |
| 5Y | +71.7% | -82.2% | +153.9% | +67.9% |
| 10Y | +146.2% | +111.9% | +34.3% | +71.4% |
| All | +111.3% | -23.6% | +134.9% | +49.6% |
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