+256.9%
HL vs COR
+406.5%
-149.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -4.4% | -2.8% | -1.5% | -3.7% |
| 30D | +9.3% | +2.6% | +6.7% | +8.6% |
| 3M | +32.0% | +14.5% | +17.5% | +27.1% |
| 6M | -6.4% | -7.8% | +1.4% | -5.3% |
| YTD | +3.1% | -4.2% | +7.4% | +3.2% |
| 1Y | +77.6% | +7.0% | +70.6% | +71.7% |
| 3Y | +392.8% | +85.5% | +307.3% | +295.0% |
| 5Y | +234.1% | +181.2% | +52.9% | +135.4% |
| All | +256.9% | +406.5% | -149.6% | +147.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling