+83.4%
HAL vs PCOR
-30.9%
+114.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.1% |
| 7D | +2.9% | -9.0% | +11.9% | +4.4% |
| 30D | +17.0% | +4.2% | +12.9% | +16.1% |
| 3M | -9.7% | +14.4% | -24.1% | -11.9% |
| 6M | +8.6% | +0.2% | +8.5% | +7.3% |
| YTD | +33.0% | -20.3% | +53.2% | +36.2% |
| 1Y | +68.3% | -16.1% | +84.5% | +70.4% |
| 3Y | +0.1% | -14.7% | +14.8% | -0.8% |
| 5Y | +102.6% | -43.2% | +145.8% | +101.0% |
| All | +83.4% | -30.9% | +114.3% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling