-9.7%
HAL vs COR
+80.2%
-89.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.5% | +0.2% |
| 7D | -7.9% | +2.3% | -10.2% | -7.8% |
| 30D | -2.1% | +6.8% | -8.8% | -1.8% |
| 3M | +0.4% | +8.1% | -7.7% | +0.7% |
| 6M | -19.2% | +33.0% | -52.2% | -18.1% |
| YTD | +14.4% | +3.0% | +11.4% | +14.2% |
| 1Y | +18.0% | -3.4% | +21.4% | +17.0% |
| 3Y | -9.7% | +80.1% | -89.8% | -4.7% |
| All | -9.7% | +80.2% | -89.9% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling