+25.0%
HL vs COR
+5.5%
+19.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +4.0% | +9.2% | +13.4% |
| 7D | +0.2% | +9.1% | -8.9% | +0.9% |
| 30D | -12.1% | +12.4% | -24.5% | -11.3% |
| 3M | -2.8% | +15.8% | -18.6% | -1.7% |
| 6M | -14.9% | +17.1% | -32.0% | -13.2% |
| YTD | -22.0% | +5.4% | -27.5% | -15.2% |
| 1Y | +25.0% | +3.5% | +21.5% | +37.3% |
| All | +25.0% | +5.5% | +19.6% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling