+105.3%
HAL vs COR
+184.0%
-78.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | +2.9% | +2.8% | +0.2% | +2.4% |
| 30D | +17.0% | +4.5% | +12.5% | +15.9% |
| 3M | -9.7% | +22.7% | -32.3% | -13.5% |
| 6M | +8.6% | -9.7% | +18.4% | +10.8% |
| YTD | +33.0% | -1.4% | +34.4% | +32.2% |
| 1Y | +68.3% | +13.9% | +54.4% | +59.6% |
| 3Y | +0.1% | +94.0% | -93.9% | -30.5% |
| All | +105.3% | +184.0% | -78.7% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling