+57.5%
HAL vs PCOR
-10.3%
+67.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -12.0% | +22.7% | -34.7% | -14.8% |
| 30D | +0.3% | +37.5% | -37.2% | -4.7% |
| 3M | -1.6% | +35.2% | -36.8% | -6.6% |
| 6M | -20.5% | +42.2% | -62.7% | -25.5% |
| YTD | +14.2% | +3.6% | +10.7% | +12.0% |
| 1Y | +18.9% | -4.8% | +23.6% | +18.3% |
| 3Y | -13.7% | +48.3% | -62.1% | -20.8% |
| 5Y | +42.2% | -20.1% | +62.2% | +34.5% |
| All | +57.5% | -10.3% | +67.8% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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