-20.8%
HAL vs COR
+505.6%
-526.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.4% |
| 7D | -6.5% | +2.4% | -8.9% | -7.5% |
| 30D | -2.1% | +7.7% | -9.8% | -5.4% |
| 3M | -4.9% | +7.5% | -12.4% | -8.2% |
| 6M | -19.3% | +34.1% | -53.4% | -29.5% |
| YTD | +14.3% | +3.9% | +10.4% | +9.5% |
| 1Y | +17.3% | -3.6% | +20.9% | +16.2% |
| 3Y | -10.9% | +80.5% | -91.4% | -38.5% |
| 5Y | +47.4% | +194.9% | -147.4% | -23.3% |
| 10Y | -20.8% | +486.6% | -507.4% | -68.9% |
| All | -20.8% | +505.6% | -526.4% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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